Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GLD | SPDR® Gold Shares | 303.65 | 8099890 | ||||
SLV | iShares Silver Trust | 30.56 | 20679058 |
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: | 5751.37 |
Total net P/L: | -4248.63 | Total ROI: | -42.49 % |
CAGR: | -10.01 % | Max. DD: | 55.25 % |
System Score: | -0.184 | Sharpe Ratio: | -1.226 |
Start Date: | 2020-01-02 | End Date: | 2025-03-31 |
Total days: | 1915 | ||
Commissions: | 312.26 | Comm.% P/L | 7.93 % |
Total Transactions: | 272 | Log. Linearity: | 26.413 % |
Total | ![]() |
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GLD | SLV | |
---|---|---|---|---|---|
Total Profit/Loss | -3936.37 | -1867.43 | -2068.94 | 305.17 | -4241.54 |
Total Profit | 4585.37 | 2184.11 | 2401.26 | 4604.20 | 7275.58 |
Total Loss | 8521.74 | 4051.54 | 4470.20 | 4299.03 | 11517.12 |
Profit Factor | 0.54 | 0.54 | 0.54 | 1.07 | 0.63 |
Trades | 68 | 30 | 38 | 68 | 68 |
Winning Trades | 45 | 20 | 25 | 30 | 41 |
Losing Trades | 23 | 10 | 13 | 38 | 27 |
% Profitable | 66.00 | 66.00 | 65.00 | 44.00 | 60.00 |
Profit/Loss Per Trade % | -0.73 | -0.87 | -0.62 | -0.09 | -0.83 |
Profit Per Trade % | 1.92 | 2.07 | 1.80 | 2.57 | 3.33 |
Loss Per Trade % | 5.34 | 6.09 | 4.77 | 2.10 | 6.21 |
Days In Trade | 948 | 414 | 534 | 948 | 948 |
Days In Trade (Avg. Per Trade) | 13.94 | 13.80 | 14.05 | 13.94 | 13.94 |
% Days In Trade | 49.50 | 21.62 | 27.89 | 49.50 | 49.50 |