Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GOLD | Barrick Gold Corp | Basic Materials | Gold | 29811 | 0.0236 | 16.98 | 18052993 |
KGC | Kinross Gold Corporation | Basic Materials | Gold | 8001 | 0.0187 | 6.51 | 12519759 |
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: | 14318.43 |
Total net P/L: | 4318.43 | Total ROI: | 43.18 % |
CAGR: | 13.97 % | Max. DD: | 8.12 % |
System Score: | 10.327 | Sharpe Ratio: | 1.525 |
Start Date: | 2019-01-02 | End Date: | 2021-09-30 |
Total days: | 1002 | ||
Commissions: | 296.82 | Comm.% P/L | 6.43 % |
Total Transactions: | 48 | Log. Linearity: | 90.419 % |
Total | Long | Short | GOLD | KGC | |
---|---|---|---|---|---|
Total Profit/Loss | 4615.25 | 2886.97 | 1728.28 | 2312.58 | 2302.67 |
Total Profit | 5168.10 | 2886.97 | 2281.14 | 5529.23 | 6519.04 |
Total Loss | 552.85 | 0.00 | 552.85 | 3216.65 | 4216.37 |
Profit Factor | 9.35 | 0.00 | 4.13 | 1.72 | 1.55 |
Trades | 12 | 7 | 5 | 12 | 12 |
Winning Trades | 11 | 7 | 4 | 7 | 6 |
Losing Trades | 1 | 0 | 1 | 5 | 6 |
% Profitable | 91.00 | 100.00 | 80.00 | 58.00 | 50.00 |
Profit/Loss Per Trade % | 3.25 | 3.38 | 3.07 | 1.34 | 1.45 |
Profit Per Trade % | 3.91 | 3.38 | 4.84 | 6.36 | 8.92 |
Loss Per Trade % | 3.71 | 0.00 | 3.71 | 5.27 | 5.45 |
Days In Trade | 177 | 101 | 76 | 177 | 177 |
Days In Trade (Avg. Per Trade) | 14.75 | 14.43 | 15.20 | 14.75 | 14.75 |
% Days In Trade | 17.66 | 10.08 | 7.58 | 17.66 | 17.66 |