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 | 58734 | 0.0523 | 13.26 | 30160139 |
BHP | BHP Group Limited | Basic Materials | Other Industrial Metals & Mining | 216564 | 0.0963 | 56.67 | 3318560 |
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: | 15736.14 |
Total net P/L: | 5736.14 | Total ROI: | 57.36 % |
CAGR: | 16.33 % | Max. DD: | 15.33 % |
System Score: | 9.339 | Sharpe Ratio: | 1.856 |
Start Date: | 2019-05-01 | End Date: | 2022-04-29 |
Total days: | 1094 | ||
Commissions: | 143.16 | Comm.% P/L | 2.43 % |
Total Transactions: | 44 | Log. Linearity: | 83.005 % |
Total | ![]() |
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VALE | BHP | |
---|---|---|---|---|---|
Total Profit/Loss | 5879.30 | 5294.84 | 584.45 | -3474.66 | 9353.96 |
Total Profit | 7285.11 | 5294.84 | 1990.26 | 5123.48 | 11417.60 |
Total Loss | 1405.81 | 0.00 | 1405.81 | 8598.14 | 2063.64 |
Profit Factor | 5.18 | 0.00 | 1.42 | 0.60 | 5.53 |
Trades | 11 | 7 | 4 | 11 | 11 |
Winning Trades | 10 | 7 | 3 | 5 | 8 |
Losing Trades | 1 | 0 | 1 | 6 | 3 |
% Profitable | 90.00 | 100.00 | 75.00 | 45.00 | 72.00 |
Profit/Loss Per Trade % | 4.31 | 6.14 | 1.20 | -2.52 | 5.39 |
Profit Per Trade % | 5.84 | 6.14 | 5.16 | 8.41 | 9.98 |
Loss Per Trade % | 9.81 | 0.00 | 9.81 | 9.33 | 5.41 |
Days In Trade | 197 | 110 | 87 | 197 | 197 |
Days In Trade (Avg. Per Trade) | 17.91 | 15.71 | 21.75 | 17.91 | 17.91 |
% Days In Trade | 18.01 | 10.05 | 7.95 | 18.01 | 18.01 |