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: | FLCH | Transformed: | FXI | 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: | 9952.47 |
Total net P/L: | -47.53 | Total ROI: | -0.48 % |
CAGR: | -0.09 % | Max. DD: | 60.71 % |
System Score: | -0.000 | Sharpe Ratio: | 0.477 |
Start Date: | 2019-01-02 | End Date: | 2024-07-31 |
Total days: | 2037 | ||
Commissions: | 946.46 | Comm.% P/L | 105.29 % |
Total Transactions: | 352 | Log. Linearity: | 2.972 % |
Total | ![]() |
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FXI | FLCH | |
---|---|---|---|---|---|
Total Profit/Loss | 898.93 | -3411.63 | 4310.56 | -2311.86 | 3210.79 |
Total Profit | 52456.35 | 21118.50 | 31337.85 | 25741.45 | 27055.65 |
Total Loss | 51557.42 | 24530.13 | 27027.29 | 28053.31 | 23844.85 |
Profit Factor | 1.02 | 0.86 | 1.16 | 0.92 | 1.13 |
Trades | 88 | 43 | 45 | 88 | 88 |
Winning Trades | 32 | 15 | 17 | 30 | 34 |
Losing Trades | 56 | 28 | 28 | 58 | 54 |
% Profitable | 36.00 | 34.00 | 37.00 | 34.00 | 38.00 |
Profit/Loss Per Trade % | 0.07 | -0.69 | 0.80 | -0.04 | 0.39 |
Profit Per Trade % | 11.92 | 9.87 | 13.77 | 6.37 | 5.89 |
Loss Per Trade % | 6.01 | 5.86 | 6.16 | 3.18 | 2.89 |
Days In Trade | 1208 | 592 | 616 | 1208 | 1208 |
Days In Trade (Avg. Per Trade) | 13.73 | 13.77 | 13.69 | 13.73 | 13.73 |
% Days In Trade | 59.30 | 29.06 | 30.24 | 59.30 | 59.30 |