Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SGOL | abrdn Physical Gold Shares ETF | 32.42 | 4560850 | ||||
SIVR | abrdn Physical Silver Shares ETF | 36.58 | 851699 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | 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: | 10351.00 |
Total net P/L: | 351.00 | Total ROI: | 3.51 % |
CAGR: | 3.55 % | Max. DD: | 12.54 % |
System Score: | 0.126 | Sharpe Ratio: | 0.341 |
Start Date: | 2023-01-02 | End Date: | 2023-12-29 |
Total days: | 361 | ||
Commissions: | 141.77 | Comm.% P/L | 28.77 % |
Total Transactions: | 60 | Log. Linearity: | 32.878 % |
Total | ![]() |
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SGOL | SIVR | |
---|---|---|---|---|---|
Total Profit/Loss | 492.77 | 183.91 | 308.86 | -1019.56 | 1512.33 |
Total Profit | 1822.62 | 745.72 | 1076.90 | 1124.16 | 3299.81 |
Total Loss | 1329.85 | 561.81 | 768.04 | 2143.72 | 1787.48 |
Profit Factor | 1.37 | 1.33 | 1.40 | 0.52 | 1.85 |
Trades | 15 | 6 | 9 | 15 | 15 |
Winning Trades | 9 | 3 | 6 | 7 | 9 |
Losing Trades | 6 | 3 | 3 | 8 | 5 |
% Profitable | 60.00 | 50.00 | 66.00 | 46.00 | 60.00 |
Profit/Loss Per Trade % | 0.33 | 0.33 | 0.33 | -0.74 | 0.98 |
Profit Per Trade % | 2.12 | 2.69 | 1.84 | 1.67 | 3.81 |
Loss Per Trade % | 2.28 | 1.96 | 2.61 | 2.75 | 3.68 |
Days In Trade | 219 | 88 | 131 | 219 | 219 |
Days In Trade (Avg. Per Trade) | 14.60 | 14.67 | 14.56 | 14.60 | 14.60 |
% Days In Trade | 60.66 | 24.38 | 36.29 | 60.66 | 60.66 |