Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CBOE | Cboe Global Markets Inc | Financial Services | Financial Data & Stock Exchanges | 24609 | 0.0108 | 235.01 | 876582 |
CDE | Coeur Mining Inc | Basic Materials | Gold | 6135 | 9.59 | 14747743 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 20 | MA Type: | EMA | StdDev Period: | 20 |
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: | 18233.93 |
Total net P/L: | 8233.93 | Total ROI: | 82.34 % |
CAGR: | 82.64 % | Max. DD: | 22.12 % |
System Score: | 24.745 | Sharpe Ratio: | 1.394 |
Start Date: | 2024-07-01 | End Date: | 2025-06-30 |
Total days: | 364 | ||
Commissions: | 252.26 | Comm.% P/L | 2.97 % |
Total Transactions: | 40 | Log. Linearity: | 66.901 % |
Total | ![]() |
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CBOE | CDE | |
---|---|---|---|---|---|
Total Profit/Loss | 8486.19 | 1260.80 | 7225.39 | 1957.26 | 6528.93 |
Total Profit | 13133.25 | 4752.26 | 8380.99 | 3008.60 | 11785.12 |
Total Loss | 4647.06 | 3491.46 | 1155.60 | 1051.34 | 5256.19 |
Profit Factor | 2.83 | 1.36 | 7.25 | 2.86 | 2.24 |
Trades | 10 | 5 | 5 | 10 | 10 |
Winning Trades | 8 | 4 | 4 | 7 | 7 |
Losing Trades | 2 | 1 | 1 | 3 | 3 |
% Profitable | 80.00 | 80.00 | 80.00 | 70.00 | 70.00 |
Profit/Loss Per Trade % | 6.37 | 2.17 | 10.74 | 1.34 | 4.98 |
Profit Per Trade % | 11.54 | 7.73 | 15.49 | 3.12 | 12.23 |
Loss Per Trade % | 11.72 | 17.35 | 6.37 | 2.68 | 9.91 |
Days In Trade | 138 | 84 | 54 | 138 | 138 |
Days In Trade (Avg. Per Trade) | 13.80 | 16.80 | 10.80 | 13.80 | 13.80 |
% Days In Trade | 37.91 | 23.08 | 14.84 | 37.91 | 37.91 |