Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
TY | Tri Continental Closed Fund | Financial Services | Asset Management | 1559 | 0.036 | 29.76 | 42828 |
ADX | Adams Diversified Equity Closed Fund | Financial Services | Asset Management | 2091 | 0.0063 | 18.83 | 166759 |
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: | 2000.00 | Final Equity: | 1999.08 |
Total net P/L: | -0.92 | Total ROI: | -0.05 % |
CAGR: | -0.28 % | Max. DD: | 2.06 % |
System Score: | -0.021 | Sharpe Ratio: | -0.008 |
Start Date: | 2020-11-02 | End Date: | 2020-12-31 |
Total days: | 59 | ||
Commissions: | 12.00 | Comm.% P/L | 108.31 % |
Total Transactions: | 12 | Log. Linearity: | 42.123 % |
Total | Long | Short | TY | ADX | |
---|---|---|---|---|---|
Total Profit/Loss | 11.08 | 19.42 | -8.34 | 16.55 | -5.47 |
Total Profit | 37.00 | 19.42 | 17.58 | 100.05 | 73.81 |
Total Loss | 25.92 | 0.00 | 25.92 | 83.50 | 79.29 |
Profit Factor | 1.43 | 0.00 | 0.68 | 1.20 | 0.93 |
Trades | 3 | 1 | 2 | 3 | 3 |
Winning Trades | 2 | 1 | 1 | 2 | 2 |
Losing Trades | 1 | 0 | 1 | 1 | 1 |
% Profitable | 66.00 | 100.00 | 50.00 | 66.00 | 66.00 |
Profit/Loss Per Trade % | 0.18 | 0.97 | -0.21 | 0.22 | -0.14 |
Profit Per Trade % | 0.93 | 0.97 | 0.89 | 2.48 | 1.83 |
Loss Per Trade % | 1.29 | 0.00 | 1.29 | 4.15 | 3.97 |
Days In Trade | 41 | 11 | 30 | 41 | 41 |
Days In Trade (Avg. Per Trade) | 13.67 | 11.00 | 15.00 | 13.67 | 13.67 |
% Days In Trade | 69.49 | 18.64 | 50.85 | 69.49 | 69.49 |