Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ADX | Adams Diversified Equity Closed Fund | Financial Services | Asset Management | 2091 | 0.0063 | 19.51 | 162979 |
TY | Tri Continental Closed Fund | Financial Services | Asset Management | 1603 | 0.0355 | 30.63 | 44304 |
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: | 1932.71 |
Total net P/L: | -67.29 | Total ROI: | -3.36 % |
CAGR: | -3.37 % | Max. DD: | 7.56 % |
System Score: | -0.832 | Sharpe Ratio: | -0.342 |
Start Date: | 2020-01-02 | End Date: | 2020-12-31 |
Total days: | 364 | ||
Commissions: | 52.00 | Comm.% P/L | 340.02 % |
Total Transactions: | 52 | Log. Linearity: | 62.703 % |
Total | Long | Short | ADX | TY | |
---|---|---|---|---|---|
Total Profit/Loss | -15.29 | 48.90 | -64.20 | -96.93 | 81.63 |
Total Profit | 137.80 | 98.56 | 39.25 | 475.21 | 569.09 |
Total Loss | 153.10 | 49.66 | 103.44 | 572.14 | 487.45 |
Profit Factor | 0.90 | 1.98 | 0.38 | 0.83 | 1.17 |
Trades | 13 | 7 | 6 | 13 | 13 |
Winning Trades | 7 | 5 | 2 | 7 | 7 |
Losing Trades | 6 | 2 | 4 | 6 | 6 |
% Profitable | 53.00 | 71.00 | 33.00 | 53.00 | 53.00 |
Profit/Loss Per Trade % | -0.06 | 0.35 | -0.54 | -0.48 | 0.17 |
Profit Per Trade % | 1.01 | 1.01 | 1.01 | 3.45 | 4.07 |
Loss Per Trade % | 1.28 | 1.27 | 1.29 | 4.76 | 4.12 |
Days In Trade | 182 | 85 | 97 | 182 | 182 |
Days In Trade (Avg. Per Trade) | 14.00 | 12.14 | 16.17 | 14.00 | 14.00 |
% Days In Trade | 50.00 | 23.35 | 26.65 | 50.00 | 50.00 |