Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GOLD | Barrick Gold Corp | Basic Materials | Gold | 28458 | 0.0247 | 16.64 | 16922327 |
NEM | Newmont Goldcorp Corp | Basic Materials | Gold | 41316 | 0.0284 | 35.84 | 11848491 |
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: | 11500.14 |
Total net P/L: | 1500.14 | Total ROI: | 15.00 % |
CAGR: | 5.22 % | Max. DD: | 17.43 % |
System Score: | 0.036 | Sharpe Ratio: | 0.857 |
Start Date: | 2019-01-02 | End Date: | 2021-09-30 |
Total days: | 1002 | ||
Commissions: | 113.17 | Comm.% P/L | 7.01 % |
Total Transactions: | 52 | Log. Linearity: | 18.993 % |
Total | Long | Short | GOLD | NEM | |
---|---|---|---|---|---|
Total Profit/Loss | 1613.31 | 505.15 | 1108.16 | 2464.29 | -850.98 |
Total Profit | 3607.07 | 2498.91 | 1108.16 | 5227.35 | 2379.58 |
Total Loss | 1993.76 | 1993.76 | 0.00 | 2763.06 | 3230.56 |
Profit Factor | 1.81 | 1.25 | 0.00 | 1.89 | 0.74 |
Trades | 13 | 9 | 4 | 13 | 13 |
Winning Trades | 9 | 5 | 4 | 6 | 6 |
Losing Trades | 4 | 4 | 0 | 7 | 7 |
% Profitable | 69.00 | 55.00 | 100.00 | 46.00 | 46.00 |
Profit/Loss Per Trade % | 1.16 | 0.56 | 2.52 | 1.56 | -0.58 |
Profit Per Trade % | 3.57 | 4.42 | 2.52 | 7.53 | 3.55 |
Loss Per Trade % | 3.93 | 3.93 | 0.00 | 3.24 | 3.96 |
Days In Trade | 198 | 147 | 51 | 198 | 198 |
Days In Trade (Avg. Per Trade) | 15.23 | 16.33 | 12.75 | 15.23 | 15.23 |
% Days In Trade | 19.76 | 14.67 | 5.09 | 19.76 | 19.76 |