Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GLD | SPDR® Gold Shares | 215.57 | 7401857 | ||||
GDX | VanEck Gold Miners ETF | 0 | 32.53 | 23089311 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Regression Per: | 15 | ||||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 5906.41 |
Total net P/L: | -4093.59 | Total ROI: | -40.94 % |
CAGR: | -9.28 % | Max. DD: | 60.19 % |
System Score: | -6.470 | Sharpe Ratio: | -0.826 |
Start Date: | 2016-01-04 | End Date: | 2021-05-31 |
Total days: | 1974 | ||
Commissions: | 383.02 | Comm.% P/L | 10.32 % |
Total Transactions: | 304 | Log. Linearity: | 88.683 % |
Total | Long | Short | GLD | GDX | |
---|---|---|---|---|---|
Total Profit/Loss | -3710.57 | -1874.95 | -1835.62 | 1579.25 | -5289.82 |
Total Profit | 6911.27 | 2748.92 | 4162.35 | 5023.12 | 8355.74 |
Total Loss | 10621.84 | 4623.87 | 5997.97 | 3443.87 | 13645.56 |
Profit Factor | 0.65 | 0.59 | 0.69 | 1.46 | 0.61 |
Trades | 76 | 35 | 41 | 76 | 76 |
Winning Trades | 40 | 17 | 23 | 46 | 35 |
Losing Trades | 36 | 18 | 18 | 30 | 41 |
% Profitable | 52.00 | 48.00 | 56.00 | 60.00 | 46.00 |
Profit/Loss Per Trade % | -0.62 | -0.68 | -0.56 | 0.28 | -0.98 |
Profit Per Trade % | 2.54 | 2.31 | 2.71 | 1.52 | 3.44 |
Loss Per Trade % | 3.85 | 3.37 | 4.33 | 1.57 | 4.37 |
Days In Trade | 831 | 372 | 459 | 831 | 831 |
Days In Trade (Avg. Per Trade) | 10.93 | 10.63 | 11.20 | 10.93 | 10.93 |
% Days In Trade | 42.10 | 18.84 | 23.25 | 42.10 | 42.10 |