Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PEO | Adams Natural Resources Closed Fund | Financial Services | Asset Management | 534 | 0.0416 | 23.06 | 41293 |
FXN | First Trust Energy AlphaDEX® Fund | 0.0416 | 18.73 | 1766228 |
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: | 10065.21 |
Total net P/L: | 65.21 | Total ROI: | 0.65 % |
CAGR: | 0.65 % | Max. DD: | 16.53 % |
System Score: | 0.000 | Sharpe Ratio: | 0.142 |
Start Date: | 2019-07-01 | End Date: | 2020-06-30 |
Total days: | 365 | ||
Commissions: | 126.76 | Comm.% P/L | 66.03 % |
Total Transactions: | 24 | Log. Linearity: | 1.287 % |
Total | Long | Short | PEO | FXN | |
---|---|---|---|---|---|
Total Profit/Loss | 191.97 | 191.97 | 0.00 | 1235.26 | -1043.29 |
Total Profit | 932.72 | 932.72 | 0.00 | 1734.99 | 884.39 |
Total Loss | 740.75 | 740.75 | 0.00 | 499.73 | 1927.68 |
Profit Factor | 1.26 | 1.26 | 0.00 | 3.47 | 0.46 |
Trades | 6 | 6 | 0 | 6 | 6 |
Winning Trades | 5 | 5 | 0 | 5 | 4 |
Losing Trades | 1 | 1 | 0 | 1 | 2 |
% Profitable | 83.00 | 83.00 | 0.00 | 83.00 | 66.00 |
Profit/Loss Per Trade % | 0.32 | 0.32 | 0.00 | 1.93 | -1.83 |
Profit Per Trade % | 1.88 | 1.88 | 0.00 | 3.38 | 2.20 |
Loss Per Trade % | 7.14 | 7.14 | 0.00 | 4.99 | 9.18 |
Days In Trade | 70 | 70 | 0 | 70 | 70 |
Days In Trade (Avg. Per Trade) | 11.67 | 11.67 | 0.00 | 11.67 | 11.67 |
% Days In Trade | 19.18 | 19.18 | 0.00 | 19.18 | 19.18 |