Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DSL | DoubleLine Income Solutions Fund | Financial Services | Asset Management | 1397 | 0.0933 | 12.1 | 426652 |
KIO | KKR Income Opportunities Fund | Financial Services | Asset Management | 204 | 0.1471 | 11.9885 | 181444 |
Entry Threshold: | 2.60 | Exit Threshold: | 0.00 | ||
Max Duration: | 30 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 66 | MA Type: | EMA | StdDev Period: | 66 |
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: | 11107.92 |
Total net P/L: | 1107.92 | Total ROI: | 11.08 % |
CAGR: | 4.46 % | Max. DD: | 5.81 % |
System Score: | 0.016 | Sharpe Ratio: | 1.039 |
Start Date: | 2020-12-01 | End Date: | 2023-04-28 |
Total days: | 878 | ||
Commissions: | 115.86 | Comm.% P/L | 9.47 % |
Total Transactions: | 32 | Log. Linearity: | 15.315 % |
Total | ![]() |
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DSL | KIO | |
---|---|---|---|---|---|
Total Profit/Loss | 1223.78 | 524.85 | 698.93 | 114.37 | 1109.41 |
Total Profit | 1775.24 | 969.20 | 806.04 | 1210.56 | 1481.95 |
Total Loss | 551.46 | 444.36 | 107.11 | 1096.19 | 372.54 |
Profit Factor | 3.22 | 2.18 | 7.53 | 1.10 | 3.98 |
Trades | 8 | 5 | 3 | 8 | 8 |
Winning Trades | 6 | 4 | 2 | 4 | 5 |
Losing Trades | 2 | 1 | 1 | 4 | 3 |
% Profitable | 75.00 | 80.00 | 66.00 | 50.00 | 62.00 |
Profit/Loss Per Trade % | 1.46 | 1.03 | 2.19 | 0.11 | 1.32 |
Profit Per Trade % | 2.86 | 2.38 | 3.83 | 2.95 | 2.87 |
Loss Per Trade % | 2.60 | 4.20 | 1.02 | 2.63 | 1.21 |
Days In Trade | 213 | 143 | 70 | 213 | 213 |
Days In Trade (Avg. Per Trade) | 26.62 | 28.60 | 23.33 | 26.62 | 26.62 |
% Days In Trade | 24.26 | 16.29 | 7.97 | 24.26 | 24.26 |