Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GDX | VanEck Gold Miners ETF | 0 | 49.82 | 20230445 | |||
GDXU | MicroSectors Gold Miners 3X Leveraged ETNs | 68.52 | 879853 |
Entry Threshold: | 1.50 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Regression Per: | 95 | ||||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 100000.00 | Final Equity: | 48776.07 |
Total net P/L: | -51223.93 | Total ROI: | -51.22 % |
CAGR: | -51.61 % | Max. DD: | 61.37 % |
System Score: | -39.289 | Sharpe Ratio: | -1.520 |
Start Date: | 2023-04-03 | End Date: | 2024-03-29 |
Total days: | 361 | ||
Commissions: | 481.42 | Comm.% P/L | 0.95 % |
Total Transactions: | 44 | Log. Linearity: | 91.309 % |
Total | ![]() |
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GDX | GDXU | |
---|---|---|---|---|---|
Total Profit/Loss | -50742.51 | -6077.36 | -44665.15 | 21564.31 | -72306.82 |
Total Profit | 9159.01 | 0.00 | 9159.01 | 28199.12 | 15793.82 |
Total Loss | 59901.52 | 6077.36 | 53824.16 | 6634.81 | 88100.64 |
Profit Factor | 0.15 | 0.00 | 0.17 | 4.25 | 0.18 |
Trades | 11 | 2 | 9 | 11 | 11 |
Winning Trades | 2 | 0 | 2 | 9 | 2 |
Losing Trades | 9 | 2 | 7 | 2 | 9 |
% Profitable | 18.00 | 0.00 | 22.00 | 81.00 | 18.00 |
Profit/Loss Per Trade % | -6.25 | -4.20 | -6.70 | 2.36 | -9.26 |
Profit Per Trade % | 8.95 | 0.00 | 8.95 | 4.27 | 14.51 |
Loss Per Trade % | 9.07 | 4.17 | 10.51 | 5.70 | 13.22 |
Days In Trade | 193 | 25 | 168 | 193 | 193 |
Days In Trade (Avg. Per Trade) | 17.55 | 12.50 | 18.67 | 17.55 | 17.55 |
% Days In Trade | 53.46 | 6.93 | 46.54 | 53.46 | 53.46 |