Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
VALE | Vale SA ADR | Basic Materials | Other Industrial Metals & Mining | 52948 | 0.1417 | 12.06 | 23159087 |
BHP | BHP Group Limited | Basic Materials | Other Industrial Metals & Mining | 150008 | 0.0513 | 57.21 | 2499442 |
Entry Threshold: | 2.70 | Exit Threshold: | 0.50 | ||
Max Duration: | 30 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 50 | MA Type: | SMA | StdDev Period: | 50 |
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: | 14242.78 |
Total net P/L: | 4242.78 | Total ROI: | 42.43 % |
CAGR: | 6.87 % | Max. DD: | 22.74 % |
System Score: | 2.445 | Sharpe Ratio: | 1.147 |
Start Date: | 2017-01-02 | End Date: | 2022-04-29 |
Total days: | 1943 | ||
Commissions: | 214.50 | Comm.% P/L | 4.81 % |
Total Transactions: | 76 | Log. Linearity: | 70.865 % |
Total | Long | Short | VALE | BHP | |
---|---|---|---|---|---|
Total Profit/Loss | 4457.28 | 4952.06 | -494.78 | -4294.38 | 8751.66 |
Total Profit | 7702.94 | 5534.74 | 2168.21 | 6921.06 | 12191.91 |
Total Loss | 3245.66 | 582.68 | 2662.98 | 11215.43 | 3440.25 |
Profit Factor | 2.37 | 9.50 | 0.81 | 0.62 | 3.54 |
Trades | 19 | 10 | 9 | 19 | 19 |
Winning Trades | 14 | 9 | 5 | 8 | 11 |
Losing Trades | 5 | 1 | 4 | 11 | 8 |
% Profitable | 73.00 | 90.00 | 55.00 | 42.00 | 57.00 |
Profit/Loss Per Trade % | 1.99 | 4.49 | -0.72 | -2.19 | 3.14 |
Profit Per Trade % | 5.06 | 5.74 | 3.85 | 8.50 | 9.03 |
Loss Per Trade % | 6.09 | 6.12 | 6.09 | 8.37 | 4.17 |
Days In Trade | 440 | 201 | 239 | 440 | 440 |
Days In Trade (Avg. Per Trade) | 23.16 | 20.10 | 26.56 | 23.16 | 23.16 |
% Days In Trade | 22.65 | 10.34 | 12.30 | 22.65 | 22.65 |