Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GLD | SPDR® Gold Shares | 268.37 | 6618152 | ||||
SLV | iShares Silver Trust | 29.2 | 21181338 |
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: | 5539.60 |
Total net P/L: | -4460.40 | Total ROI: | -44.60 % |
CAGR: | -24.76 % | Max. DD: | 52.14 % |
System Score: | -12.725 | Sharpe Ratio: | -1.943 |
Start Date: | 2019-01-02 | End Date: | 2021-01-29 |
Total days: | 758 | ||
Commissions: | 187.92 | Comm.% P/L | 4.40 % |
Total Transactions: | 104 | Log. Linearity: | 80.105 % |
Total | ![]() |
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GLD | SLV | |
---|---|---|---|---|---|
Total Profit/Loss | -4272.48 | -2727.85 | -1544.63 | 814.74 | -5087.22 |
Total Profit | 1521.58 | 432.39 | 1089.19 | 2747.54 | 2746.76 |
Total Loss | 5794.06 | 3160.24 | 2633.82 | 1932.80 | 7833.98 |
Profit Factor | 0.26 | 0.14 | 0.41 | 1.42 | 0.35 |
Trades | 26 | 11 | 15 | 26 | 26 |
Winning Trades | 14 | 4 | 10 | 14 | 14 |
Losing Trades | 12 | 7 | 5 | 12 | 12 |
% Profitable | 53.00 | 36.00 | 66.00 | 53.00 | 53.00 |
Profit/Loss Per Trade % | -2.16 | -3.81 | -0.94 | 0.21 | -2.66 |
Profit Per Trade % | 1.47 | 1.26 | 1.55 | 2.30 | 2.74 |
Loss Per Trade % | 5.61 | 6.07 | 4.96 | 2.14 | 7.50 |
Days In Trade | 358 | 162 | 196 | 358 | 358 |
Days In Trade (Avg. Per Trade) | 13.77 | 14.73 | 13.07 | 13.77 | 13.77 |
% Days In Trade | 47.23 | 21.37 | 25.86 | 47.23 | 47.23 |