Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DSL | DoubleLine Income Solutions Fund | Financial Services | Asset Management | 1397 | 0.0933 | 12.01 | 445154 |
PTY | PIMCO Corporate & Income Opportunity | Financial Services | Asset Management | 1749 | 0.1205 | 13.7 | 562511 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 15 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 14 | MA Type: | SMA | StdDev Period: | 14 |
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: | 7437.30 |
Total net P/L: | 2437.30 | Total ROI: | 48.75 % |
CAGR: | 123.71 % | Max. DD: | 6.41 % |
System Score: | 86.915 | Sharpe Ratio: | 2.197 |
Start Date: | 2020-01-02 | End Date: | 2020-06-30 |
Total days: | 180 | ||
Commissions: | 68.61 | Comm.% P/L | 2.74 % |
Total Transactions: | 36 | Log. Linearity: | 88.900 % |
Total | Long | Short | DSL | PTY | |
---|---|---|---|---|---|
Total Profit/Loss | 2505.91 | 1758.03 | 747.88 | -1101.22 | 3607.13 |
Total Profit | 2688.46 | 1758.03 | 930.43 | 1291.49 | 3897.53 |
Total Loss | 182.55 | 0.00 | 182.55 | 2392.71 | 290.40 |
Profit Factor | 14.73 | 0.00 | 5.10 | 0.54 | 13.42 |
Trades | 9 | 4 | 5 | 9 | 9 |
Winning Trades | 8 | 4 | 4 | 5 | 8 |
Losing Trades | 1 | 0 | 1 | 4 | 1 |
% Profitable | 88.00 | 100.00 | 80.00 | 55.00 | 88.00 |
Profit/Loss Per Trade % | 4.64 | 7.38 | 2.49 | -2.77 | 6.41 |
Profit Per Trade % | 5.55 | 7.38 | 3.75 | 3.84 | 7.79 |
Loss Per Trade % | 2.39 | 0.00 | 2.39 | 9.30 | 3.95 |
Days In Trade | 65 | 28 | 37 | 65 | 65 |
Days In Trade (Avg. Per Trade) | 7.22 | 7.00 | 7.40 | 7.22 | 7.22 |
% Days In Trade | 36.11 | 15.56 | 20.56 | 36.11 | 36.11 |