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 | 6.6 | 831707 |
TY | Tri Continental Closed Fund | Financial Services | Asset Management | 1538 | 0.0369 | 29.32 | 42926 |
Entry Threshold: | 1.50 | Exit Threshold: | -0.30 | ||
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: | 10621.70 |
Total net P/L: | 621.70 | Total ROI: | 6.22 % |
CAGR: | 19.95 % | Max. DD: | 1.87 % |
System Score: | 12.709 | Sharpe Ratio: | 1.063 |
Start Date: | 2020-04-01 | End Date: | 2020-07-31 |
Total days: | 121 | ||
Commissions: | 158.71 | Comm.% P/L | 20.34 % |
Total Transactions: | 28 | Log. Linearity: | 86.040 % |
Total | Long | Short | USA | TY | |
---|---|---|---|---|---|
Total Profit/Loss | 780.41 | 255.90 | 524.51 | 2839.79 | -2059.38 |
Total Profit | 809.25 | 284.74 | 524.51 | 2876.59 | 183.51 |
Total Loss | 28.84 | 28.84 | 0.00 | 36.80 | 2242.89 |
Profit Factor | 28.06 | 9.87 | 0.00 | 78.17 | 0.08 |
Trades | 7 | 3 | 4 | 7 | 7 |
Winning Trades | 6 | 2 | 4 | 6 | 2 |
Losing Trades | 1 | 1 | 0 | 1 | 5 |
% Profitable | 85.00 | 66.00 | 100.00 | 85.00 | 28.00 |
Profit/Loss Per Trade % | 1.09 | 0.82 | 1.28 | 3.86 | -3.00 |
Profit Per Trade % | 1.31 | 1.38 | 1.28 | 4.58 | 0.89 |
Loss Per Trade % | 0.27 | 0.27 | 0.00 | 0.35 | 4.27 |
Days In Trade | 64 | 26 | 38 | 64 | 64 |
Days In Trade (Avg. Per Trade) | 9.14 | 8.67 | 9.50 | 9.14 | 9.14 |
% Days In Trade | 52.89 | 21.49 | 31.40 | 52.89 | 52.89 |