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Model: Ratio
HQ Backtest VALE vs COPX
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
VALE Vale SA ADR Basic Materials Other Industrial Metals & Mining 39956 0.1472 9.36 31983089
COPX Global X Copper Miners ETF 0.0231 39.16 1375542
Entry Threshold: 2.30 Exit Threshold: -1.30
Max Duration: 20 Entry Mode: Uptick Reversals:
Inverted: VALE Transformed: VALE A=1000.0 B=0.1
MA Period: 60 MA Type: EMA StdDev Period: 60
RSI Period: 20 RSI Threshold: 0
Margin Req. 1: 15.0 Margin Req. 2: 15.0 High Leverage
Version: 5 Model Version: 2016.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 13549.67
Total net P/L: 3549.67 Total ROI: 35.50 %
CAGR: 39.37 % Max. DD: 36.06 %
System Score: 2.692 Sharpe Ratio: 0.879
Start Date: 2024-02-01 End Date: 2024-12-31
Total days: 334
Commissions: 130.55 Comm.% P/L 3.55 %
Total Transactions: 12 Log. Linearity: 40.889 %
Total enabled Long enabled Short VALE COPX
Total Profit/Loss 3680.22 -1825.19 5505.40 2472.18 1208.04
Total Profit 5505.40 0.00 5505.40 2472.18 3105.36
Total Loss 1825.19 1825.19 0.00 0.00 1897.32
Profit Factor 3.02 0.00 0.00 0.00 1.64
Trades 3 1 2 3 3
Winning Trades 2 0 2 3 1
Losing Trades 1 1 0 0 2
% Profitable 66.00 0.00 100.00 100.00 33.00
Profit/Loss Per Trade % 11.10 -18.28 29.54 8.74 3.91
Profit Per Trade % 29.54 0.00 29.54 8.74 38.23
Loss Per Trade % 18.28 18.28 0.00 0.00 9.07
Days In Trade 55 21 34 55 55
Days In Trade (Avg. Per Trade) 18.33 21.00 17.00 18.33 18.33
% Days In Trade 16.47 6.29 10.18 16.47 16.47
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Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.