Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
FXI | iShares China Large-Cap ETF | 0.0254 | 33.62 | 46897102 | |||
FLCH | Franklin FTSE China ETF | 0.0216 | 19.98 | 61153 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Inverted: | FXI | 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: | 6929.94 |
Total net P/L: | -3070.06 | Total ROI: | -30.70 % |
CAGR: | -6.36 % | Max. DD: | 64.58 % |
System Score: | -0.184 | Sharpe Ratio: | 0.127 |
Start Date: | 2019-01-02 | End Date: | 2024-07-31 |
Total days: | 2037 | ||
Commissions: | 789.14 | Comm.% P/L | 34.60 % |
Total Transactions: | 364 | Log. Linearity: | 30.716 % |
Total | ![]() |
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FXI | FLCH | |
---|---|---|---|---|---|
Total Profit/Loss | -2280.92 | 218.86 | -2499.77 | -3060.42 | 779.50 |
Total Profit | 44188.15 | 26541.87 | 17646.28 | 21676.26 | 22762.02 |
Total Loss | 46469.07 | 26323.01 | 20146.05 | 24736.68 | 21982.52 |
Profit Factor | 0.95 | 1.01 | 0.88 | 0.88 | 1.04 |
Trades | 91 | 45 | 46 | 91 | 91 |
Winning Trades | 32 | 16 | 16 | 30 | 35 |
Losing Trades | 59 | 29 | 30 | 61 | 56 |
% Profitable | 35.00 | 35.00 | 34.00 | 32.00 | 38.00 |
Profit/Loss Per Trade % | -0.33 | -0.08 | -0.57 | -0.19 | 0.17 |
Profit Per Trade % | 12.18 | 14.65 | 9.78 | 6.52 | 5.81 |
Loss Per Trade % | 6.30 | 7.01 | 5.61 | 3.27 | 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 |