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: | 2.10 | 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: | 12771.42 |
Total net P/L: | 2771.42 | Total ROI: | 27.71 % |
CAGR: | 10.70 % | Max. DD: | 6.12 % |
System Score: | 8.016 | Sharpe Ratio: | 1.891 |
Start Date: | 2020-12-01 | End Date: | 2023-04-28 |
Total days: | 878 | ||
Commissions: | 200.91 | Comm.% P/L | 6.76 % |
Total Transactions: | 52 | Log. Linearity: | 90.807 % |
Total | ![]() |
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DSL | KIO | |
---|---|---|---|---|---|
Total Profit/Loss | 2972.33 | 2242.65 | 729.68 | 1286.58 | 1685.75 |
Total Profit | 3542.79 | 2696.62 | 846.18 | 2894.05 | 2635.96 |
Total Loss | 570.46 | 453.96 | 116.50 | 1607.47 | 950.21 |
Profit Factor | 6.21 | 5.94 | 7.26 | 1.80 | 2.77 |
Trades | 13 | 10 | 3 | 13 | 13 |
Winning Trades | 10 | 8 | 2 | 9 | 8 |
Losing Trades | 3 | 2 | 1 | 4 | 5 |
% Profitable | 76.00 | 80.00 | 66.00 | 69.00 | 61.00 |
Profit/Loss Per Trade % | 2.04 | 2.07 | 1.96 | 0.79 | 1.16 |
Profit Per Trade % | 3.20 | 3.13 | 3.48 | 2.84 | 2.98 |
Loss Per Trade % | 1.71 | 2.05 | 1.02 | 3.58 | 1.65 |
Days In Trade | 316 | 244 | 72 | 316 | 316 |
Days In Trade (Avg. Per Trade) | 24.31 | 24.40 | 24.00 | 24.31 | 24.31 |
% Days In Trade | 35.99 | 27.79 | 8.20 | 35.99 | 35.99 |