Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
VOT | Vanguard Mid-Cap Growth Index Fund ETF Shares | 0 | 220.8 | 154952 | |||
NIE | AllianzGI Equity & Convertible Income Closed Fund | Financial Services | Asset Management | 708 | 0.0792 | 21.59 | 71239 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | 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: | 5000.00 | Final Equity: | 10590.49 |
Total net P/L: | 5590.49 | Total ROI: | 111.81 % |
CAGR: | 22.74 % | Max. DD: | 4.18 % |
System Score: | 19.529 | Sharpe Ratio: | 4.380 |
Start Date: | 2018-01-02 | End Date: | 2021-08-31 |
Total days: | 1337 | ||
Commissions: | 269.31 | Comm.% P/L | 4.60 % |
Total Transactions: | 212 | Log. Linearity: | 95.054 % |
Total | Long | Short | VOT | NIE | |
---|---|---|---|---|---|
Total Profit/Loss | 5859.80 | 2406.89 | 3452.91 | 2288.53 | 3571.27 |
Total Profit | 6217.79 | 2440.43 | 3777.36 | 5602.04 | 6503.88 |
Total Loss | 357.99 | 33.54 | 324.45 | 3313.51 | 2932.61 |
Profit Factor | 17.37 | 72.76 | 11.64 | 1.69 | 2.22 |
Trades | 53 | 20 | 33 | 53 | 53 |
Winning Trades | 45 | 19 | 26 | 33 | 36 |
Losing Trades | 8 | 1 | 7 | 20 | 17 |
% Profitable | 84.00 | 95.00 | 78.00 | 62.00 | 67.00 |
Profit/Loss Per Trade % | 1.50 | 1.53 | 1.48 | 0.70 | 0.70 |
Profit Per Trade % | 1.87 | 1.65 | 2.04 | 2.48 | 2.40 |
Loss Per Trade % | 0.58 | 0.64 | 0.57 | 2.13 | 2.73 |
Days In Trade | 578 | 186 | 392 | 578 | 578 |
Days In Trade (Avg. Per Trade) | 10.91 | 9.30 | 11.88 | 10.91 | 10.91 |
% Days In Trade | 43.23 | 13.91 | 29.32 | 43.23 | 43.23 |