| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| SLV | iShares Silver Trust | 43.99 | 24580417 | ||||
| SIL | Global X Silver Miners ETF | 0 | 67.63 | 1622021 |
| 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 | Long |
Short |
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 |