Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GLD | SPDR® Gold Shares | 307.14 | 9030018 | ||||
SLV | iShares Silver Trust | 33.51 | 20949728 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Regression Per: | 15 | ||||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 7184.50 |
Total net P/L: | -2815.50 | Total ROI: | -28.15 % |
CAGR: | -5.84 % | Max. DD: | 38.53 % |
System Score: | -1.869 | Sharpe Ratio: | -0.783 |
Start Date: | 2020-01-02 | End Date: | 2025-06-30 |
Total days: | 2006 | ||
Commissions: | 485.04 | Comm.% P/L | 20.81 % |
Total Transactions: | 332 | Log. Linearity: | 68.399 % |
Total | ![]() |
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GLD | SLV | |
---|---|---|---|---|---|
Total Profit/Loss | -2330.46 | -3007.81 | 677.35 | 256.15 | -2586.61 |
Total Profit | 8304.07 | 1699.08 | 6604.99 | 7053.59 | 13195.81 |
Total Loss | 10634.53 | 4706.89 | 5927.64 | 6797.44 | 15782.42 |
Profit Factor | 0.78 | 0.36 | 1.11 | 1.04 | 0.84 |
Trades | 83 | 30 | 53 | 83 | 83 |
Winning Trades | 41 | 12 | 29 | 47 | 38 |
Losing Trades | 42 | 18 | 24 | 36 | 45 |
% Profitable | 49.00 | 40.00 | 54.00 | 56.00 | 45.00 |
Profit/Loss Per Trade % | -0.33 | -1.15 | 0.14 | -0.07 | -0.37 |
Profit Per Trade % | 2.49 | 1.71 | 2.81 | 1.73 | 4.26 |
Loss Per Trade % | 2.93 | 2.94 | 2.91 | 2.32 | 4.02 |
Days In Trade | 812 | 273 | 539 | 812 | 812 |
Days In Trade (Avg. Per Trade) | 9.78 | 9.10 | 10.17 | 9.78 | 9.78 |
% Days In Trade | 40.48 | 13.61 | 26.87 | 40.48 | 40.48 |