Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
EWC | iShares MSCI Canada ETF | 0.0172 | 37.5 | 1850611 | |||
EWA | iShares MSCI Australia ETF | 1573 | 0.0243 | 23.58 | 2166037 |
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: | 15351.30 |
Total net P/L: | 5351.30 | Total ROI: | 53.51 % |
CAGR: | 8.25 % | Max. DD: | 10.14 % |
System Score: | 7.032 | Sharpe Ratio: | 2.230 |
Start Date: | 2016-01-04 | End Date: | 2021-05-31 |
Total days: | 1974 | ||
Commissions: | 814.80 | Comm.% P/L | 13.21 % |
Total Transactions: | 304 | Log. Linearity: | 94.823 % |
Total | Long | Short | EWC | EWA | |
---|---|---|---|---|---|
Total Profit/Loss | 6166.10 | 3369.34 | 2796.76 | -6487.84 | 12653.94 |
Total Profit | 11173.55 | 6375.74 | 4797.81 | 7642.45 | 20853.31 |
Total Loss | 5007.45 | 3006.40 | 2001.05 | 14130.29 | 8199.37 |
Profit Factor | 2.23 | 2.12 | 2.40 | 0.54 | 2.54 |
Trades | 76 | 36 | 40 | 76 | 76 |
Winning Trades | 56 | 26 | 30 | 34 | 51 |
Losing Trades | 20 | 10 | 10 | 41 | 24 |
% Profitable | 73.00 | 72.00 | 75.00 | 44.00 | 67.00 |
Profit/Loss Per Trade % | 0.65 | 0.74 | 0.57 | -0.67 | 1.18 |
Profit Per Trade % | 1.57 | 1.90 | 1.29 | 1.71 | 3.01 |
Loss Per Trade % | 1.86 | 2.16 | 1.56 | 2.50 | 2.44 |
Days In Trade | 823 | 363 | 460 | 823 | 823 |
Days In Trade (Avg. Per Trade) | 10.83 | 10.08 | 11.50 | 10.83 | 10.83 |
% Days In Trade | 41.69 | 18.39 | 23.30 | 41.69 | 41.69 |