Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GOLD | Barrick Gold Corp | Basic Materials | Gold | 32058 | 0.0215 | 19.4 | 21975221 |
GLD | SPDR® Gold Shares | 310.75 | 8243823 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | 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 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 7606.53 |
Total net P/L: | -2393.47 | Total ROI: | -23.93 % |
CAGR: | -2.68 % | Max. DD: | 63.48 % |
System Score: | -0.000 | Sharpe Ratio: | 0.001 |
Start Date: | 2015-02-02 | End Date: | 2025-02-28 |
Total days: | 3679 | ||
Commissions: | 944.35 | Comm.% P/L | 65.17 % |
Total Transactions: | 604 | Log. Linearity: | 2.698 % |
Total | ![]() |
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GOLD | GLD | |
---|---|---|---|---|---|
Total Profit/Loss | -1449.12 | -2018.31 | 569.19 | -4634.23 | 3185.11 |
Total Profit | 21363.37 | 10600.19 | 10763.18 | 25862.63 | 11180.28 |
Total Loss | 22812.48 | 12618.49 | 10193.99 | 30496.86 | 7995.17 |
Profit Factor | 0.94 | 0.84 | 1.06 | 0.85 | 1.40 |
Trades | 151 | 79 | 72 | 151 | 151 |
Winning Trades | 104 | 48 | 56 | 100 | 77 |
Losing Trades | 47 | 31 | 16 | 50 | 74 |
% Profitable | 68.00 | 60.00 | 77.00 | 66.00 | 50.00 |
Profit/Loss Per Trade % | -0.08 | -0.22 | 0.07 | -0.49 | 0.22 |
Profit Per Trade % | 3.27 | 3.54 | 3.03 | 4.08 | 2.13 |
Loss Per Trade % | 6.65 | 5.50 | 8.92 | 8.33 | 1.72 |
Days In Trade | 1937 | 1055 | 882 | 1937 | 1937 |
Days In Trade (Avg. Per Trade) | 12.83 | 13.35 | 12.25 | 12.83 | 12.83 |
% Days In Trade | 52.65 | 28.68 | 23.97 | 52.65 | 52.65 |