| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| EWA | iShares MSCI Australia ETF | 1573 | 0.0207 | 27.97 | 4281571 | ||
| EWC | iShares MSCI Canada ETF | 0.0112 | 57.8 | 2222647 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
| RSI Period: | 20 | 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: | 10503.05 |
| Total net P/L: | 503.05 | Total ROI: | 5.03 % |
| CAGR: | 5.09 % | Max. DD: | 4.61 % |
| System Score: | 0.674 | Sharpe Ratio: | 0.690 |
| Start Date: | 2024-09-02 | End Date: | 2025-08-29 |
| Total days: | 361 | ||
| Commissions: | 102.35 | Comm.% P/L | 16.91 % |
| Total Transactions: | 64 | Log. Linearity: | 50.968 % |
| Total | Long |
Short |
EWA | EWC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 605.40 | -68.80 | 674.20 | -1435.38 | 2040.78 |
| Total Profit | 1404.68 | 730.48 | 674.20 | 1386.41 | 2831.34 |
| Total Loss | 799.28 | 799.28 | 0.00 | 2821.79 | 790.56 |
| Profit Factor | 1.76 | 0.91 | 0.00 | 0.49 | 3.58 |
| Trades | 16 | 12 | 4 | 16 | 16 |
| Winning Trades | 9 | 5 | 4 | 9 | 9 |
| Losing Trades | 7 | 7 | 0 | 7 | 7 |
| % Profitable | 56.00 | 41.00 | 100.00 | 56.00 | 56.00 |
| Profit/Loss Per Trade % | 0.37 | -0.05 | 1.64 | -0.91 | 1.18 |
| Profit Per Trade % | 1.52 | 1.41 | 1.64 | 1.49 | 2.98 |
| Loss Per Trade % | 1.08 | 1.08 | 0.00 | 3.79 | 1.08 |
| Days In Trade | 186 | 167 | 19 | 186 | 186 |
| Days In Trade (Avg. Per Trade) | 11.62 | 13.92 | 4.75 | 11.62 | 11.62 |
| % Days In Trade | 51.52 | 46.26 | 5.26 | 51.52 | 51.52 |