Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GOLD | Barrick Gold Corp | Basic Materials | Gold | 29302 | 0.024 | 16.52 | 18291088 |
NEM | Newmont Goldcorp Corp | Basic Materials | Gold | 44498 | 0.0265 | 38.6 | 12397676 |
Entry Threshold: | 3.00 | 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: | 10000.00 | Final Equity: | 7384.74 |
Total net P/L: | -2615.26 | Total ROI: | -26.15 % |
CAGR: | -5.14 % | Max. DD: | 40.12 % |
System Score: | -0.392 | Sharpe Ratio: | -0.859 |
Start Date: | 2016-01-04 | End Date: | 2021-09-30 |
Total days: | 2096 | ||
Commissions: | 268.97 | Comm.% P/L | 11.46 % |
Total Transactions: | 140 | Log. Linearity: | 42.401 % |
Total | Long | Short | GOLD | NEM | |
---|---|---|---|---|---|
Total Profit/Loss | -2346.29 | -2071.69 | -274.60 | -2036.75 | -309.54 |
Total Profit | 3812.41 | 2418.75 | 1393.67 | 8119.82 | 6549.63 |
Total Loss | 6158.70 | 4490.43 | 1668.27 | 10156.56 | 6859.17 |
Profit Factor | 0.62 | 0.54 | 0.84 | 0.80 | 0.95 |
Trades | 35 | 20 | 15 | 35 | 35 |
Winning Trades | 18 | 8 | 10 | 14 | 20 |
Losing Trades | 17 | 12 | 5 | 21 | 15 |
% Profitable | 51.00 | 40.00 | 66.00 | 40.00 | 57.00 |
Profit/Loss Per Trade % | -0.77 | -1.18 | -0.22 | -0.91 | -0.21 |
Profit Per Trade % | 2.71 | 3.92 | 1.75 | 6.91 | 3.90 |
Loss Per Trade % | 4.22 | 4.35 | 3.90 | 5.63 | 5.28 |
Days In Trade | 623 | 353 | 270 | 623 | 623 |
Days In Trade (Avg. Per Trade) | 17.80 | 17.65 | 18.00 | 17.80 | 17.80 |
% Days In Trade | 29.72 | 16.84 | 12.88 | 29.72 | 29.72 |