Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GDX | VanEck Gold Miners ETF | 0 | 43.26 | 22441996 | |||
SIL | Global X Silver Miners ETF | 0 | 40.4 | 658002 |
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: | 7882.69 |
Total net P/L: | -2117.31 | Total ROI: | -21.17 % |
CAGR: | -10.82 % | Max. DD: | 28.96 % |
System Score: | -7.497 | Sharpe Ratio: | -1.031 |
Start Date: | 2019-01-02 | End Date: | 2021-01-29 |
Total days: | 758 | ||
Commissions: | 173.69 | Comm.% P/L | 8.94 % |
Total Transactions: | 112 | Log. Linearity: | 88.477 % |
Total | Long | Short | GDX | SIL | |
---|---|---|---|---|---|
Total Profit/Loss | -1943.62 | -2340.87 | 397.25 | -628.58 | -1315.04 |
Total Profit | 2828.14 | 714.27 | 2113.87 | 7274.18 | 7758.94 |
Total Loss | 4771.76 | 3055.14 | 1716.62 | 7902.76 | 9073.98 |
Profit Factor | 0.59 | 0.23 | 1.23 | 0.92 | 0.86 |
Trades | 28 | 13 | 15 | 28 | 28 |
Winning Trades | 15 | 5 | 10 | 12 | 14 |
Losing Trades | 13 | 8 | 5 | 16 | 14 |
% Profitable | 53.00 | 38.00 | 66.00 | 42.00 | 50.00 |
Profit/Loss Per Trade % | -0.78 | -2.05 | 0.33 | -0.47 | -1.16 |
Profit Per Trade % | 2.16 | 1.65 | 2.41 | 6.71 | 6.03 |
Loss Per Trade % | 3.97 | 4.19 | 3.63 | 5.28 | 6.93 |
Days In Trade | 360 | 181 | 179 | 360 | 360 |
Days In Trade (Avg. Per Trade) | 12.86 | 13.92 | 11.93 | 12.86 | 12.86 |
% Days In Trade | 47.49 | 23.88 | 23.61 | 47.49 | 47.49 |