Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BABA | Alibaba Group Holding Ltd | Consumer Cyclical | Internet Retail | 378975 | 0.0066 | 158.04 | 20464664 |
FXI | iShares China Large-Cap ETF | 0.0205 | 40.78 | 10249358 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
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: | 13695.65 |
Total net P/L: | 3695.65 | Total ROI: | 36.96 % |
CAGR: | 5.71 % | Max. DD: | 33.29 % |
System Score: | 1.406 | Sharpe Ratio: | 0.883 |
Start Date: | 2020-01-02 | End Date: | 2025-08-29 |
Total days: | 2066 | ||
Commissions: | 525.23 | Comm.% P/L | 12.44 % |
Total Transactions: | 348 | Log. Linearity: | 62.661 % |
Total | ![]() |
![]() |
BABA | FXI | |
---|---|---|---|---|---|
Total Profit/Loss | 4220.88 | 1541.25 | 2679.63 | 2606.26 | 1614.62 |
Total Profit | 22950.42 | 11665.58 | 11284.83 | 36303.80 | 25024.36 |
Total Loss | 18729.53 | 10124.33 | 8605.20 | 33697.54 | 23409.74 |
Profit Factor | 1.23 | 1.15 | 1.31 | 1.08 | 1.07 |
Trades | 87 | 41 | 46 | 87 | 87 |
Winning Trades | 60 | 27 | 33 | 51 | 42 |
Losing Trades | 27 | 14 | 13 | 36 | 45 |
% Profitable | 68.00 | 65.00 | 71.00 | 58.00 | 48.00 |
Profit/Loss Per Trade % | 0.41 | 0.25 | 0.56 | 0.17 | -0.18 |
Profit Per Trade % | 3.12 | 3.62 | 2.71 | 5.76 | 4.42 |
Loss Per Trade % | 5.09 | 5.76 | 4.38 | 6.75 | 4.17 |
Days In Trade | 1000 | 522 | 478 | 1000 | 1000 |
Days In Trade (Avg. Per Trade) | 11.49 | 12.73 | 10.39 | 11.49 | 11.49 |
% Days In Trade | 48.40 | 25.27 | 23.14 | 48.40 | 48.40 |