| Model: | Ratio | 
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d | 
| FXI | iShares China Large-Cap ETF | 0.0203 | 40.97 | 41172106 | |||
| FLCH | Franklin FTSE China ETF | 0.0247 | 25.84 | 57649 | 
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| Inverted: | n/a | Transformed: | FLCH | A=1000.0 B=0.1 | |
| MA Period: | 15 | MA Type: | SMA | 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: | 12384.60 | 
| Total net P/L: | 2384.60 | Total ROI: | 23.85 % | 
| CAGR: | 3.91 % | Max. DD: | 8.73 % | 
| System Score: | 1.058 | Sharpe Ratio: | 1.665 | 
| Start Date: | 2019-01-02 | End Date: | 2024-07-31 | 
| Total days: | 2037 | ||
| Commissions: | 792.82 | Comm.% P/L | 24.95 % | 
| Total Transactions: | 364 | Log. Linearity: | 64.689 % | 
| Total |  Long |  Short | FXI | FLCH | |
|---|---|---|---|---|---|
| Total Profit/Loss | 3177.42 | 460.73 | 2716.69 | 102.52 | 3074.90 | 
| Total Profit | 6637.17 | 2843.41 | 3793.77 | 23010.06 | 23588.66 | 
| Total Loss | 3459.75 | 2382.68 | 1077.07 | 22907.54 | 20513.75 | 
| Profit Factor | 1.92 | 1.19 | 3.52 | 1.00 | 1.15 | 
| Trades | 91 | 45 | 46 | 91 | 91 | 
| Winning Trades | 63 | 31 | 32 | 60 | 35 | 
| Losing Trades | 28 | 14 | 14 | 31 | 56 | 
| % Profitable | 69.00 | 68.00 | 69.00 | 65.00 | 38.00 | 
| Profit/Loss Per Trade % | 0.31 | 0.09 | 0.52 | -0.20 | 0.17 | 
| Profit Per Trade % | 0.93 | 0.80 | 1.05 | 3.30 | 5.81 | 
| Loss Per Trade % | 1.05 | 1.45 | 0.66 | 6.33 | 3.15 | 
| Days In Trade | 1224 | 627 | 597 | 1224 | 1224 | 
| Days In Trade (Avg. Per Trade) | 13.45 | 13.93 | 12.98 | 13.45 | 13.45 | 
| % Days In Trade | 60.09 | 30.78 | 29.31 | 60.09 | 60.09 | 
 
            