Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SLV | iShares Silver Trust | 22.51 | 16418433 | ||||
GLD | SPDR® Gold Shares | 203.1 | 6833780 |
Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
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: | 5357.93 |
Total net P/L: | -4642.07 | Total ROI: | -46.42 % |
CAGR: | -10.02 % | Max. DD: | 50.48 % |
System Score: | -2.052 | Sharpe Ratio: | -1.658 |
Start Date: | 2016-01-04 | End Date: | 2021-11-30 |
Total days: | 2157 | ||
Commissions: | 403.69 | Comm.% P/L | 9.52 % |
Total Transactions: | 220 | Log. Linearity: | 58.939 % |
Total | Long | Short | SLV | GLD | |
---|---|---|---|---|---|
Total Profit/Loss | -4238.38 | -1833.30 | -2405.08 | -3491.65 | -746.73 |
Total Profit | 3911.99 | 2583.67 | 1328.32 | 7009.98 | 4161.89 |
Total Loss | 8150.37 | 4416.97 | 3733.40 | 10501.63 | 4908.62 |
Profit Factor | 0.48 | 0.58 | 0.36 | 0.67 | 0.85 |
Trades | 55 | 33 | 22 | 55 | 55 |
Winning Trades | 34 | 21 | 13 | 35 | 23 |
Losing Trades | 21 | 12 | 9 | 20 | 32 |
% Profitable | 61.00 | 63.00 | 59.00 | 63.00 | 41.00 |
Profit/Loss Per Trade % | -1.04 | -0.68 | -1.59 | -1.03 | -0.17 |
Profit Per Trade % | 1.30 | 1.36 | 1.19 | 2.24 | 2.16 |
Loss Per Trade % | 4.37 | 3.71 | 5.24 | 5.84 | 1.80 |
Days In Trade | 920 | 573 | 347 | 920 | 920 |
Days In Trade (Avg. Per Trade) | 16.73 | 17.36 | 15.77 | 16.73 | 16.73 |
% Days In Trade | 42.65 | 26.56 | 16.09 | 42.65 | 42.65 |