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 | |||
VTI | Vanguard Total Stock Market Index Fund ETF Shares | 494625 | 0.0094 | 299.91 | 2934675 |
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: | 9963.67 |
Total net P/L: | -36.33 | Total ROI: | -0.36 % |
CAGR: | -0.34 % | Max. DD: | 1.19 % |
System Score: | -0.008 | Sharpe Ratio: | -0.328 |
Start Date: | 2024-01-02 | End Date: | 2025-01-31 |
Total days: | 395 | ||
Commissions: | 56.00 | Comm.% P/L | 284.67 % |
Total Transactions: | 56 | Log. Linearity: | 28.503 % |
Total | ![]() |
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SPY | VTI | |
---|---|---|---|---|---|
Total Profit/Loss | 19.67 | 41.91 | -22.24 | -120.04 | 139.71 |
Total Profit | 147.24 | 79.04 | 68.20 | 955.50 | 1035.61 |
Total Loss | 127.57 | 37.13 | 90.44 | 1075.54 | 895.90 |
Profit Factor | 1.15 | 2.13 | 0.75 | 0.89 | 1.16 |
Trades | 14 | 7 | 7 | 14 | 14 |
Winning Trades | 9 | 5 | 4 | 8 | 6 |
Losing Trades | 5 | 2 | 3 | 6 | 8 |
% Profitable | 64.00 | 71.00 | 57.00 | 57.00 | 42.00 |
Profit/Loss Per Trade % | 0.01 | 0.06 | -0.03 | -0.10 | 0.09 |
Profit Per Trade % | 0.16 | 0.16 | 0.17 | 1.19 | 1.72 |
Loss Per Trade % | 0.25 | 0.19 | 0.30 | 1.78 | 1.12 |
Days In Trade | 135 | 73 | 62 | 135 | 135 |
Days In Trade (Avg. Per Trade) | 9.64 | 10.43 | 8.86 | 9.64 | 9.64 |
% Days In Trade | 34.18 | 18.48 | 15.70 | 34.18 | 34.18 |