Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
USA | Liberty All Star Equity Closed Fund | Financial Services | Asset Management | 1753 | 0.1391 | 6.88 | 735476 |
TY | Tri Continental Closed Fund | Financial Services | Asset Management | 1658 | 0.0361 | 31.91 | 5488 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
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: | 10086.66 |
Total net P/L: | 86.66 | Total ROI: | 0.87 % |
CAGR: | 2.64 % | Max. DD: | 1.87 % |
System Score: | 0.145 | Sharpe Ratio: | 0.300 |
Start Date: | 2020-04-01 | End Date: | 2020-07-31 |
Total days: | 121 | ||
Commissions: | 63.18 | Comm.% P/L | 42.16 % |
Total Transactions: | 12 | Log. Linearity: | 38.058 % |
Total | ![]() |
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USA | TY | |
---|---|---|---|---|---|
Total Profit/Loss | 149.84 | -27.37 | 177.21 | 463.03 | -313.19 |
Total Profit | 177.21 | 0.00 | 177.21 | 463.03 | 0.00 |
Total Loss | 27.37 | 27.37 | 0.00 | 0.00 | 313.19 |
Profit Factor | 6.47 | 0.00 | 0.00 | 0.00 | 0.00 |
Trades | 3 | 1 | 2 | 3 | 3 |
Winning Trades | 2 | 0 | 2 | 3 | 0 |
Losing Trades | 1 | 1 | 0 | 0 | 3 |
% Profitable | 66.00 | 0.00 | 100.00 | 100.00 | 0.00 |
Profit/Loss Per Trade % | 0.50 | -0.27 | 0.88 | 1.53 | -1.05 |
Profit Per Trade % | 0.88 | 0.00 | 0.88 | 1.53 | 0.00 |
Loss Per Trade % | 0.27 | 0.27 | 0.00 | 0.00 | 1.04 |
Days In Trade | 22 | 1 | 21 | 22 | 22 |
Days In Trade (Avg. Per Trade) | 7.33 | 1.00 | 10.50 | 7.33 | 7.33 |
% Days In Trade | 18.18 | 0.83 | 17.36 | 18.18 | 18.18 |