| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| IDNA | iShares Genomics Immunology and Healthcare ETF | 0.0088 | 28.55 | 29123 | |||
| XBI | SPDR® S&P Biotech ETF | 0 | 126.82 | 10880446 |
| Entry Threshold: | 0.20 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| Inverted: | IDNA | Transformed: | IDNA | A=1000.0 B=0.1 | |
| MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
| RSI Period: | 6 | RSI Threshold: | 15 | ||
| 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: | 22608.75 |
| Total net P/L: | 12608.75 | Total ROI: | 126.09 % |
| CAGR: | 22344.40 % | Max. DD: | 25.43 % |
| System Score: | 18323.530 | Sharpe Ratio: | 2.067 |
| Start Date: | 2025-01-02 | End Date: | 2025-02-26 |
| Total days: | 55 | ||
| Commissions: | 249.31 | Comm.% P/L | 1.94 % |
| Total Transactions: | 32 | Log. Linearity: | 93.601 % |
| Total | Long |
Short |
IDNA | XBI | |
|---|---|---|---|---|---|
| Total Profit/Loss | 12858.06 | 10812.14 | 2045.92 | 5889.02 | 6969.04 |
| Total Profit | 13905.68 | 10812.14 | 3093.54 | 6713.99 | 7378.99 |
| Total Loss | 1047.62 | 0.00 | 1047.62 | 824.97 | 409.95 |
| Profit Factor | 13.27 | 0.00 | 2.95 | 8.14 | 18.00 |
| Trades | 8 | 4 | 4 | 8 | 8 |
| Winning Trades | 6 | 4 | 2 | 5 | 6 |
| Losing Trades | 2 | 0 | 2 | 2 | 2 |
| % Profitable | 75.00 | 100.00 | 50.00 | 62.00 | 75.00 |
| Profit/Loss Per Trade % | 10.93 | 19.37 | 3.08 | 5.25 | 5.88 |
| Profit Per Trade % | 15.70 | 19.37 | 8.69 | 9.46 | 8.23 |
| Loss Per Trade % | 2.19 | 0.00 | 2.19 | 2.08 | 0.86 |
| Days In Trade | 34 | 20 | 14 | 34 | 34 |
| Days In Trade (Avg. Per Trade) | 4.25 | 5.00 | 3.50 | 4.25 | 4.25 |
| % Days In Trade | 61.82 | 36.36 | 25.45 | 61.82 | 61.82 |