Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SPY | SPDR S&P 500 ETF Trust | 0.0094 | 604.85 | 49294135 | |||
VOO | Vanguard S&P 500 ETF | 0.0098 | 556.15 | 5410123 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 10 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.02 / 0.02 |
Initial Capital: | 10000.00 | Final Equity: | 10099.40 |
Total net P/L: | 99.40 | Total ROI: | 0.99 % |
CAGR: | 0.92 % | Max. DD: | 0.19 % |
System Score: | 0.670 | Sharpe Ratio: | 1.729 |
Start Date: | 2024-01-02 | End Date: | 2025-01-31 |
Total days: | 395 | ||
Commissions: | 48.00 | Comm.% P/L | 32.56 % |
Total Transactions: | 48 | Log. Linearity: | 90.021 % |
Total | ![]() |
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SPY | VOO | |
---|---|---|---|---|---|
Total Profit/Loss | 147.40 | 123.83 | 23.57 | 480.66 | -333.26 |
Total Profit | 147.40 | 123.83 | 23.57 | 760.51 | 331.43 |
Total Loss | 0.00 | 0.00 | 0.00 | 279.85 | 664.69 |
Profit Factor | 0.00 | 0.00 | 0.00 | 2.72 | 0.50 |
Trades | 12 | 7 | 5 | 12 | 12 |
Winning Trades | 12 | 7 | 5 | 6 | 6 |
Losing Trades | 0 | 0 | 0 | 6 | 6 |
% Profitable | 100.00 | 100.00 | 100.00 | 50.00 | 50.00 |
Profit/Loss Per Trade % | 0.12 | 0.18 | 0.05 | 0.39 | -0.28 |
Profit Per Trade % | 0.12 | 0.18 | 0.05 | 1.26 | 0.55 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 0.46 | 1.10 |
Days In Trade | 63 | 41 | 22 | 63 | 63 |
Days In Trade (Avg. Per Trade) | 5.25 | 5.86 | 4.40 | 5.25 | 5.25 |
% Days In Trade | 15.95 | 10.38 | 5.57 | 15.95 | 15.95 |