Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
IDNA | iShares Genomics Immunology and Healthcare ETF | 0.0088 | 20.23 | 31355 | |||
XBI | SPDR® S&P Biotech ETF | 0 | 79.19 | 9452613 |
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: | 23742.44 |
Total net P/L: | 13742.44 | Total ROI: | 137.42 % |
CAGR: | 38462.50 % | Max. DD: | 25.43 % |
System Score: | 30640.076 | Sharpe Ratio: | 2.206 |
Start Date: | 2025-01-02 | End Date: | 2025-02-24 |
Total days: | 53 | ||
Commissions: | 163.24 | Comm.% P/L | 1.17 % |
Total Transactions: | 24 | Log. Linearity: | 92.701 % |
Total | ![]() |
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IDNA | XBI | |
---|---|---|---|---|---|
Total Profit/Loss | 13905.68 | 10812.14 | 3093.54 | 6526.69 | 7378.99 |
Total Profit | 13905.68 | 10812.14 | 3093.54 | 6713.99 | 7378.99 |
Total Loss | 0.00 | 0.00 | 0.00 | 187.30 | 0.00 |
Profit Factor | 0.00 | 0.00 | 0.00 | 35.85 | 0.00 |
Trades | 6 | 4 | 2 | 6 | 6 |
Winning Trades | 6 | 4 | 2 | 5 | 6 |
Losing Trades | 0 | 0 | 0 | 1 | 0 |
% Profitable | 100.00 | 100.00 | 100.00 | 83.00 | 100.00 |
Profit/Loss Per Trade % | 15.70 | 19.37 | 8.69 | 7.55 | 8.23 |
Profit Per Trade % | 15.70 | 19.37 | 8.69 | 9.46 | 8.23 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 1.48 | 0.00 |
Days In Trade | 33 | 20 | 13 | 33 | 33 |
Days In Trade (Avg. Per Trade) | 5.50 | 5.00 | 6.50 | 5.50 | 5.50 |
% Days In Trade | 62.26 | 37.74 | 24.53 | 62.26 | 62.26 |