Model: | Ratio |
Symbol | Title | Sector | Exchange | M.Cap.[M] | Beta | Float | Avg.Price | Avg.Volume | Last volume |
MHI | Pioneer Municipal High Income Trust | Financial | NYSE | 254.81 | -0.02 | 22.77 | 11.51 | 65207 | 71865 |
MAV | Pioneer Municipal High Income Advantage | Financial | NYSE | 254.05 | 0 | 23.9 | 10.93 | 63580 | 44386 |
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: | 5000.00 | Final Equity: | 7076.27 |
Total net P/L: | 2076.27 | Total ROI: | 41.53 % |
CAGR: | 6.63 % | Max. DD: | 2.77 % |
System Score: | 5.702 | Sharpe Ratio: | 2.979 |
Start Date: | 2015-01-02 | End Date: | 2020-05-29 |
Total days: | 1974 | ||
Commissions: | 453.55 | Comm.% P/L | 17.93 % |
Total Transactions: | 176 | Log. Linearity: | 95.087 % |
Total | ![]() |
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MHI | MAV | |
---|---|---|---|---|---|
Total Profit/Loss | 2529.82 | 2529.82 | 0.00 | 66.14 | 2463.68 |
Total Profit | 2876.85 | 2876.85 | 0.00 | 2111.32 | 3675.91 |
Total Loss | 347.03 | 347.03 | 0.00 | 2045.18 | 1212.24 |
Profit Factor | 8.29 | 8.29 | 0.00 | 1.03 | 3.03 |
Trades | 44 | 44 | 0 | 44 | 44 |
Winning Trades | 37 | 37 | 0 | 29 | 26 |
Losing Trades | 7 | 7 | 0 | 15 | 18 |
% Profitable | 84.00 | 84.00 | 0.00 | 65.00 | 59.00 |
Profit/Loss Per Trade % | 0.96 | 0.96 | 0.00 | 0.05 | 0.85 |
Profit Per Trade % | 1.29 | 1.29 | 0.00 | 1.18 | 2.19 |
Loss Per Trade % | 0.77 | 0.77 | 0.00 | 2.01 | 1.05 |
Days In Trade | 411 | 411 | 0 | 411 | 411 |
Days In Trade (Avg. Per Trade) | 9.34 | 9.34 | 0.00 | 9.34 | 9.34 |
% Days In Trade | 20.82 | 20.82 | 0.00 | 20.82 | 20.82 |