Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
FEZ | SPDR® EURO STOXX 50 ETF | 0.0135 | 59.92 | 1905529 | |||
IEUR | iShares Core MSCI Europe ETF | 0 | 66.31 | 939450 |
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: | 100000.00 | Final Equity: | 114785.89 |
Total net P/L: | 14785.89 | Total ROI: | 14.79 % |
CAGR: | 2.58 % | Max. DD: | 7.46 % |
System Score: | 0.996 | Sharpe Ratio: | 1.569 |
Start Date: | 2016-01-04 | End Date: | 2021-05-31 |
Total days: | 1974 | ||
Commissions: | 4170.72 | Comm.% P/L | 22.00 % |
Total Transactions: | 308 | Log. Linearity: | 72.780 % |
Total | ![]() |
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FEZ | IEUR | |
---|---|---|---|---|---|
Total Profit/Loss | 18956.61 | 11099.73 | 7856.89 | -2519.31 | 21475.92 |
Total Profit | 39518.60 | 20912.47 | 18606.13 | 103913.13 | 108133.17 |
Total Loss | 20561.98 | 9812.74 | 10749.24 | 106432.44 | 86657.25 |
Profit Factor | 1.92 | 2.13 | 1.73 | 0.98 | 1.25 |
Trades | 77 | 37 | 40 | 77 | 77 |
Winning Trades | 59 | 26 | 33 | 47 | 37 |
Losing Trades | 18 | 11 | 7 | 30 | 40 |
% Profitable | 76.00 | 70.00 | 82.00 | 61.00 | 48.00 |
Profit/Loss Per Trade % | 0.23 | 0.28 | 0.18 | -0.08 | 0.15 |
Profit Per Trade % | 0.61 | 0.74 | 0.51 | 1.99 | 2.48 |
Loss Per Trade % | 1.01 | 0.79 | 1.35 | 2.99 | 1.95 |
Days In Trade | 870 | 443 | 427 | 870 | 870 |
Days In Trade (Avg. Per Trade) | 11.30 | 11.97 | 10.68 | 11.30 | 11.30 |
% Days In Trade | 44.07 | 22.44 | 21.63 | 44.07 | 44.07 |