Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GLD | SPDR® Gold Shares | 215.04 | 7429876 | ||||
GDX | VanEck Gold Miners ETF | 0 | 33.05 | 23132430 |
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: | 12009.91 |
Total net P/L: | 2009.91 | Total ROI: | 20.10 % |
CAGR: | 3.44 % | Max. DD: | 41.32 % |
System Score: | 0.092 | Sharpe Ratio: | 0.611 |
Start Date: | 2016-01-04 | End Date: | 2021-05-31 |
Total days: | 1974 | ||
Commissions: | 387.15 | Comm.% P/L | 16.15 % |
Total Transactions: | 296 | Log. Linearity: | 29.925 % |
Total | Long | Short | GLD | GDX | |
---|---|---|---|---|---|
Total Profit/Loss | 2397.06 | -2384.61 | 4781.67 | 1875.85 | 521.21 |
Total Profit | 11397.86 | 5021.86 | 6376.00 | 6884.75 | 13961.15 |
Total Loss | 9000.80 | 7406.47 | 1594.33 | 5008.90 | 13439.94 |
Profit Factor | 1.27 | 0.68 | 4.00 | 1.37 | 1.04 |
Trades | 74 | 40 | 34 | 74 | 74 |
Winning Trades | 52 | 26 | 26 | 35 | 48 |
Losing Trades | 22 | 14 | 8 | 39 | 26 |
% Profitable | 70.00 | 65.00 | 76.00 | 47.00 | 64.00 |
Profit/Loss Per Trade % | 0.31 | -0.76 | 1.59 | 0.28 | -0.12 |
Profit Per Trade % | 2.65 | 2.36 | 2.93 | 2.37 | 3.45 |
Loss Per Trade % | 4.75 | 6.01 | 2.59 | 1.53 | 6.01 |
Days In Trade | 825 | 459 | 366 | 825 | 825 |
Days In Trade (Avg. Per Trade) | 11.15 | 11.47 | 10.76 | 11.15 | 11.15 |
% Days In Trade | 41.79 | 23.25 | 18.54 | 41.79 | 41.79 |