Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SIVR | abrdn Physical Silver Shares ETF | 29.35 | 1057460 | ||||
SIL | Global X Silver Miners ETF | 0 | 33.01 | 785791 |
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: | 8475.83 |
Total net P/L: | -1524.16 | Total ROI: | -15.24 % |
CAGR: | -7.65 % | Max. DD: | 28.01 % |
System Score: | -0.432 | Sharpe Ratio: | -0.302 |
Start Date: | 2019-01-02 | End Date: | 2021-01-29 |
Total days: | 758 | ||
Commissions: | 230.88 | Comm.% P/L | 17.85 % |
Total Transactions: | 120 | Log. Linearity: | 38.346 % |
Total | Long | Short | SIVR | SIL | |
---|---|---|---|---|---|
Total Profit/Loss | -1293.29 | -1087.06 | -206.22 | 3871.05 | -5164.34 |
Total Profit | 3356.87 | 1542.68 | 1814.19 | 7394.63 | 4673.63 |
Total Loss | 4650.15 | 2629.74 | 2020.41 | 3523.58 | 9837.97 |
Profit Factor | 0.72 | 0.59 | 0.90 | 2.10 | 0.48 |
Trades | 30 | 15 | 15 | 30 | 30 |
Winning Trades | 18 | 10 | 8 | 15 | 17 |
Losing Trades | 12 | 5 | 7 | 15 | 13 |
% Profitable | 60.00 | 66.00 | 53.00 | 50.00 | 56.00 |
Profit/Loss Per Trade % | -0.46 | -0.76 | -0.16 | 1.32 | -2.24 |
Profit Per Trade % | 2.24 | 1.91 | 2.66 | 5.51 | 3.18 |
Loss Per Trade % | 4.22 | 5.58 | 3.27 | 2.65 | 8.36 |
Days In Trade | 366 | 183 | 183 | 366 | 366 |
Days In Trade (Avg. Per Trade) | 12.20 | 12.20 | 12.20 | 12.20 | 12.20 |
% Days In Trade | 48.28 | 24.14 | 24.14 | 48.28 | 48.28 |