Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GLD | SPDR® Gold Shares | 203.1 | 6833780 | ||||
GDX | VanEck Gold Miners ETF | 0 | 30.96 | 22005510 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 17053.15 |
Total net P/L: | 7053.16 | Total ROI: | 70.53 % |
CAGR: | 4.06 % | Max. DD: | 40.77 % |
System Score: | 0.101 | Sharpe Ratio: | 1.045 |
Start Date: | 2006-12-01 | End Date: | 2020-04-30 |
Total days: | 4899 | ||
Commissions: | 1426.04 | Comm.% P/L | 16.82 % |
Total Transactions: | 752 | Log. Linearity: | 29.200 % |
Total | Long | Short | GLD | GDX | |
---|---|---|---|---|---|
Total Profit/Loss | 8479.20 | 3204.49 | 5274.71 | 13566.99 | -5087.80 |
Total Profit | 54631.90 | 24655.62 | 29976.28 | 41819.04 | 69078.90 |
Total Loss | 46152.71 | 21451.13 | 24701.58 | 28252.05 | 74166.69 |
Profit Factor | 1.18 | 1.15 | 1.21 | 1.48 | 0.93 |
Trades | 188 | 87 | 101 | 188 | 188 |
Winning Trades | 124 | 60 | 64 | 95 | 114 |
Losing Trades | 64 | 27 | 37 | 93 | 74 |
% Profitable | 65.00 | 68.00 | 63.00 | 50.00 | 60.00 |
Profit/Loss Per Trade % | 0.33 | 0.30 | 0.36 | 0.35 | -0.21 |
Profit Per Trade % | 2.88 | 2.64 | 3.11 | 2.74 | 3.93 |
Loss Per Trade % | 4.24 | 4.50 | 4.05 | 1.99 | 5.89 |
Days In Trade | 2207 | 992 | 1215 | 2207 | 2207 |
Days In Trade (Avg. Per Trade) | 11.74 | 11.40 | 12.03 | 11.74 | 11.74 |
% Days In Trade | 45.05 | 20.25 | 24.80 | 45.05 | 45.05 |