Model: | Kalman-grid-v2 |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SIVR | abrdn Physical Silver Shares ETF | 32.15 | 1077582 | ||||
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: | |
Ve: | auto | Neutrality: | dollar | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2016.5 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 10508.66 |
Total net P/L: | 508.66 | Total ROI: | 5.09 % |
CAGR: | 2.42 % | Max. DD: | 26.75 % |
System Score: | 0.000 | Sharpe Ratio: | 0.317 |
Start Date: | 2019-01-02 | End Date: | 2021-01-29 |
Total days: | 758 | ||
Commissions: | 481.46 | Comm.% P/L | 48.63 % |
Total Transactions: | 220 | Log. Linearity: | 1.775 % |
Total | Long | Short | SIVR | SIL | |
---|---|---|---|---|---|
Total Profit/Loss | 990.12 | 500.17 | 489.95 | 5038.36 | -4048.24 |
Total Profit | 7747.30 | 4765.45 | 2981.85 | 11872.82 | 10391.90 |
Total Loss | 6757.19 | 4265.28 | 2491.90 | 6834.47 | 14440.14 |
Profit Factor | 1.15 | 1.12 | 1.20 | 1.74 | 0.72 |
Trades | 55 | 31 | 24 | 55 | 55 |
Winning Trades | 39 | 23 | 16 | 29 | 31 |
Losing Trades | 16 | 8 | 8 | 26 | 24 |
% Profitable | 70.00 | 74.00 | 66.00 | 52.00 | 56.00 |
Profit/Loss Per Trade % | 0.18 | 0.16 | 0.20 | 0.78 | -0.92 |
Profit Per Trade % | 1.97 | 2.07 | 1.83 | 3.83 | 3.24 |
Loss Per Trade % | 3.69 | 4.49 | 2.90 | 2.48 | 5.39 |
Days In Trade | 330 | 186 | 144 | 330 | 330 |
Days In Trade (Avg. Per Trade) | 6.00 | 6.00 | 6.00 | 6.00 | 6.00 |
% Days In Trade | 43.54 | 24.54 | 19.00 | 43.54 | 43.54 |