Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SLV | iShares Silver Trust | 25.48 | 21774799 | ||||
SIL | Global X Silver Miners ETF | 0 | 33.24 | 585934 |
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: | 8832.25 |
Total net P/L: | -1167.75 | Total ROI: | -11.68 % |
CAGR: | -5.80 % | Max. DD: | 24.79 % |
System Score: | -0.061 | Sharpe Ratio: | -0.181 |
Start Date: | 2019-01-02 | End Date: | 2021-01-29 |
Total days: | 758 | ||
Commissions: | 239.65 | Comm.% P/L | 25.82 % |
Total Transactions: | 120 | Log. Linearity: | 21.888 % |
Total | ![]() |
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SLV | SIL | |
---|---|---|---|---|---|
Total Profit/Loss | -928.10 | -1095.85 | 167.75 | 4025.07 | -4953.17 |
Total Profit | 3596.70 | 1572.36 | 2024.34 | 7612.95 | 4823.24 |
Total Loss | 4524.80 | 2668.21 | 1856.59 | 3587.88 | 9776.41 |
Profit Factor | 0.79 | 0.59 | 1.09 | 2.12 | 0.49 |
Trades | 30 | 15 | 15 | 30 | 30 |
Winning Trades | 20 | 11 | 9 | 15 | 18 |
Losing Trades | 10 | 4 | 6 | 15 | 12 |
% Profitable | 66.00 | 73.00 | 60.00 | 50.00 | 60.00 |
Profit/Loss Per Trade % | -0.32 | -0.78 | 0.13 | 1.34 | -2.13 |
Profit Per Trade % | 2.10 | 1.71 | 2.58 | 5.53 | 3.03 |
Loss Per Trade % | 4.84 | 7.01 | 3.42 | 2.63 | 8.81 |
Days In Trade | 370 | 183 | 187 | 370 | 370 |
Days In Trade (Avg. Per Trade) | 12.33 | 12.20 | 12.47 | 12.33 | 12.33 |
% Days In Trade | 48.81 | 24.14 | 24.67 | 48.81 | 48.81 |