Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
EWG | iShares MSCI Germany ETF | 0.0162 | 41.42 | 2423935 | |||
HEWG | iShares Currency Hedged MSCI Germany ETF | 0.0322 | 33.01 | 2658 |
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: | 9541.03 |
Total net P/L: | -458.97 | Total ROI: | -4.59 % |
CAGR: | -0.83 % | Max. DD: | 21.15 % |
System Score: | -0.006 | Sharpe Ratio: | -0.141 |
Start Date: | 2020-01-02 | End Date: | 2025-08-29 |
Total days: | 2066 | ||
Commissions: | 559.51 | Comm.% P/L | 556.48 % |
Total Transactions: | 324 | Log. Linearity: | 19.082 % |
Total | ![]() |
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EWG | HEWG | |
---|---|---|---|---|---|
Total Profit/Loss | 100.54 | 1289.11 | -1188.56 | -405.21 | 505.75 |
Total Profit | 5810.50 | 3354.47 | 2456.03 | 13496.77 | 9630.11 |
Total Loss | 5709.95 | 2065.36 | 3644.59 | 13901.97 | 9124.36 |
Profit Factor | 1.02 | 1.62 | 0.67 | 0.97 | 1.06 |
Trades | 81 | 40 | 41 | 81 | 81 |
Winning Trades | 50 | 27 | 23 | 40 | 39 |
Losing Trades | 31 | 13 | 18 | 41 | 42 |
% Profitable | 61.00 | 67.00 | 56.00 | 49.00 | 48.00 |
Profit/Loss Per Trade % | 0.01 | 0.35 | -0.32 | -0.13 | -0.04 |
Profit Per Trade % | 1.17 | 1.26 | 1.05 | 3.28 | 2.37 |
Loss Per Trade % | 1.79 | 1.53 | 1.99 | 3.27 | 2.07 |
Days In Trade | 1034 | 515 | 519 | 1034 | 1034 |
Days In Trade (Avg. Per Trade) | 12.77 | 12.88 | 12.66 | 12.77 | 12.77 |
% Days In Trade | 50.05 | 24.93 | 25.12 | 50.05 | 50.05 |