| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| EUM | ProShares Short MSCI Emerging Markets | 0.0101 | 20.695 | 20268 | |||
| EWH | iShares MSCI Hong Kong ETF | 2083 | 0.0275 | 21.87 | 3474326 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
| RSI Period: | 10 | RSI Threshold: | 15 | ||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.05 / 0.05 | |
| Initial Capital: | 10000.00 | Final Equity: | 10392.20 |
| Total net P/L: | 392.20 | Total ROI: | 3.92 % |
| CAGR: | 0.65 % | Max. DD: | 59.09 % |
| System Score: | 0.070 | Sharpe Ratio: | 0.463 |
| Start Date: | 2020-01-02 | End Date: | 2025-11-28 |
| Total days: | 2157 | ||
| Commissions: | 428.44 | Comm.% P/L | 52.21 % |
| Total Transactions: | 272 | Log. Linearity: | 47.559 % |
| Total | Long |
Short |
EUM | EWH | |
|---|---|---|---|---|---|
| Total Profit/Loss | 820.64 | -2021.48 | 2842.12 | 889.77 | -69.13 |
| Total Profit | 13259.92 | 4524.66 | 8735.27 | 7949.92 | 6761.27 |
| Total Loss | 12439.28 | 6546.13 | 5893.15 | 7060.14 | 6830.40 |
| Profit Factor | 1.07 | 0.69 | 1.48 | 1.13 | 0.99 |
| Trades | 68 | 29 | 39 | 68 | 68 |
| Winning Trades | 45 | 15 | 30 | 47 | 46 |
| Losing Trades | 23 | 14 | 9 | 21 | 22 |
| % Profitable | 66.00 | 51.00 | 76.00 | 69.00 | 67.00 |
| Profit/Loss Per Trade % | 0.14 | -1.36 | 1.28 | 0.31 | 0.01 |
| Profit Per Trade % | 4.21 | 3.94 | 4.34 | 2.45 | 2.01 |
| Loss Per Trade % | 6.41 | 6.43 | 6.38 | 4.01 | 3.88 |
| Days In Trade | 849 | 421 | 428 | 849 | 849 |
| Days In Trade (Avg. Per Trade) | 12.49 | 14.52 | 10.97 | 12.49 | 12.49 |
| % Days In Trade | 39.36 | 19.52 | 19.84 | 39.36 | 39.36 |