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 | 23.37 | 40756 |
FENY | Fidelity® MSCI Energy Index ETF | 0 | 26 | 782853 |
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: | 12897.20 |
Total net P/L: | 2897.20 | Total ROI: | 28.97 % |
CAGR: | 28.97 % | Max. DD: | 1.81 % |
System Score: | 11.618 | Sharpe Ratio: | 2.033 |
Start Date: | 2019-07-01 | End Date: | 2020-06-30 |
Total days: | 365 | ||
Commissions: | 126.53 | Comm.% P/L | 4.18 % |
Total Transactions: | 28 | Log. Linearity: | 73.743 % |
Total | Long | Short | PEO | FENY | |
---|---|---|---|---|---|
Total Profit/Loss | 3023.73 | 3023.73 | 0.00 | 2588.47 | 435.26 |
Total Profit | 3080.96 | 3080.96 | 0.00 | 3222.43 | 1486.40 |
Total Loss | 57.23 | 57.23 | 0.00 | 633.96 | 1051.14 |
Profit Factor | 53.84 | 53.84 | 0.00 | 5.08 | 1.41 |
Trades | 7 | 7 | 0 | 7 | 7 |
Winning Trades | 6 | 6 | 0 | 6 | 4 |
Losing Trades | 1 | 1 | 0 | 1 | 3 |
% Profitable | 85.00 | 85.00 | 0.00 | 85.00 | 57.00 |
Profit/Loss Per Trade % | 3.87 | 3.87 | 0.00 | 3.30 | 0.32 |
Profit Per Trade % | 4.63 | 4.63 | 0.00 | 4.75 | 3.17 |
Loss Per Trade % | 0.56 | 0.56 | 0.00 | 5.03 | 3.30 |
Days In Trade | 52 | 52 | 0 | 52 | 52 |
Days In Trade (Avg. Per Trade) | 7.43 | 7.43 | 0.00 | 7.43 | 7.43 |
% Days In Trade | 14.25 | 14.25 | 0.00 | 14.25 | 14.25 |