Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SCCO | Southern Copper Corporation | Basic Materials | Copper | 86238 | 0.025 | 106.18 | 1343322 |
FCX | Freeport-McMoran Copper & Gold Inc | Basic Materials | Copper | 64208 | 0.0131 | 44.72 | 14885501 |
Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
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: | 12248.64 |
Total net P/L: | 2248.64 | Total ROI: | 22.49 % |
CAGR: | 22.76 % | Max. DD: | 4.91 % |
System Score: | 15.544 | Sharpe Ratio: | 1.736 |
Start Date: | 2024-09-02 | End Date: | 2025-08-29 |
Total days: | 361 | ||
Commissions: | 47.33 | Comm.% P/L | 2.06 % |
Total Transactions: | 40 | Log. Linearity: | 88.061 % |
Total | ![]() |
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SCCO | FCX | |
---|---|---|---|---|---|
Total Profit/Loss | 2295.97 | 688.48 | 1607.49 | 2332.07 | -36.10 |
Total Profit | 2312.74 | 688.48 | 1624.25 | 3641.92 | 2495.08 |
Total Loss | 16.76 | 0.00 | 16.76 | 1309.85 | 2531.17 |
Profit Factor | 137.96 | 0.00 | 96.89 | 2.78 | 0.99 |
Trades | 10 | 4 | 6 | 10 | 10 |
Winning Trades | 9 | 4 | 5 | 7 | 6 |
Losing Trades | 1 | 0 | 1 | 3 | 4 |
% Profitable | 90.00 | 100.00 | 83.00 | 70.00 | 60.00 |
Profit/Loss Per Trade % | 2.09 | 1.52 | 2.48 | 2.08 | -0.30 |
Profit Per Trade % | 2.35 | 1.52 | 3.01 | 4.73 | 3.61 |
Loss Per Trade % | 0.16 | 0.00 | 0.16 | 3.79 | 5.71 |
Days In Trade | 114 | 48 | 66 | 114 | 114 |
Days In Trade (Avg. Per Trade) | 11.40 | 12.00 | 11.00 | 11.40 | 11.40 |
% Days In Trade | 31.58 | 13.30 | 18.28 | 31.58 | 31.58 |