Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
FXI | iShares China Large-Cap ETF | 0.0229 | 35.75 | 53830770 | |||
FLCH | Franklin FTSE China ETF | 0.0247 | 21.1 | 75013 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Inverted: | FLCH | 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: | 3126.90 |
Total net P/L: | -6873.10 | Total ROI: | -68.73 % |
CAGR: | -18.80 % | Max. DD: | 83.61 % |
System Score: | -8.900 | Sharpe Ratio: | -0.496 |
Start Date: | 2019-01-02 | End Date: | 2024-07-31 |
Total days: | 2037 | ||
Commissions: | 391.58 | Comm.% P/L | 6.04 % |
Total Transactions: | 364 | Log. Linearity: | 77.932 % |
Total | ![]() |
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FXI | FLCH | |
---|---|---|---|---|---|
Total Profit/Loss | -6481.52 | -5523.49 | -958.03 | -2398.93 | -4082.59 |
Total Profit | 15423.00 | 7898.48 | 7524.52 | 8195.33 | 7337.95 |
Total Loss | 21904.52 | 13421.97 | 8482.55 | 10594.26 | 11420.54 |
Profit Factor | 0.70 | 0.59 | 0.89 | 0.77 | 0.64 |
Trades | 91 | 45 | 46 | 91 | 91 |
Winning Trades | 59 | 29 | 30 | 60 | 55 |
Losing Trades | 32 | 16 | 16 | 31 | 35 |
% Profitable | 64.00 | 64.00 | 65.00 | 65.00 | 60.00 |
Profit/Loss Per Trade % | -1.16 | -2.05 | -0.29 | -0.19 | -0.54 |
Profit Per Trade % | 6.27 | 6.91 | 5.65 | 3.32 | 3.19 |
Loss Per Trade % | 12.24 | 14.70 | 9.83 | 6.32 | 5.84 |
Days In Trade | 1225 | 627 | 598 | 1225 | 1225 |
Days In Trade (Avg. Per Trade) | 13.46 | 13.93 | 13.00 | 13.46 | 13.46 |
% Days In Trade | 60.14 | 30.78 | 29.36 | 60.14 | 60.14 |