Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
JFR | Nuveen Floating Rate Income Closed Fund | Financial Services | Asset Management | 564 | 0.1029 | 8.65 | 605063 |
NSL | Nuveen Senior Income Fund | Financial Services | Asset Management | 215 | 0.0991 | 4.6 | 167067 |
Entry Threshold: | 2.50 | Exit Threshold: | 0.50 | ||
Max Duration: | 7 | Entry Mode: | Uptick | Reversals: | |
Regression Per: | 90 | ||||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 10207.01 |
Total net P/L: | 207.01 | Total ROI: | 2.07 % |
CAGR: | 0.69 % | Max. DD: | 3.33 % |
System Score: | 0.042 | Sharpe Ratio: | 0.509 |
Start Date: | 2019-01-02 | End Date: | 2021-12-31 |
Total days: | 1094 | ||
Commissions: | 211.55 | Comm.% P/L | 50.54 % |
Total Transactions: | 28 | Log. Linearity: | 39.363 % |
Total | Long | Short | JFR | NSL | |
---|---|---|---|---|---|
Total Profit/Loss | 418.56 | 25.04 | 393.52 | -942.96 | 1361.52 |
Total Profit | 555.40 | 25.04 | 530.36 | 293.85 | 1465.84 |
Total Loss | 136.84 | 0.00 | 136.84 | 1236.81 | 104.32 |
Profit Factor | 4.06 | 0.00 | 3.88 | 0.24 | 14.05 |
Trades | 7 | 1 | 6 | 7 | 7 |
Winning Trades | 6 | 1 | 5 | 4 | 5 |
Losing Trades | 1 | 0 | 1 | 3 | 2 |
% Profitable | 85.00 | 100.00 | 83.00 | 57.00 | 71.00 |
Profit/Loss Per Trade % | 0.60 | 0.25 | 0.65 | -1.40 | 1.89 |
Profit Per Trade % | 0.92 | 0.25 | 1.06 | 0.73 | 2.87 |
Loss Per Trade % | 1.36 | 0.00 | 1.36 | 4.01 | 0.52 |
Days In Trade | 53 | 10 | 43 | 53 | 53 |
Days In Trade (Avg. Per Trade) | 7.57 | 10.00 | 7.17 | 7.57 | 7.57 |
% Days In Trade | 4.84 | 0.91 | 3.93 | 4.84 | 4.84 |