| 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 0.00 / 0.00 | |
| Initial Capital: | 10000.00 | Final Equity: | 12503.46 |
| Total net P/L: | 2503.46 | Total ROI: | 25.03 % |
| CAGR: | 3.85 % | Max. DD: | 57.28 % |
| System Score: | 0.938 | Sharpe Ratio: | 0.691 |
| Start Date: | 2020-01-02 | End Date: | 2025-11-28 |
| Total days: | 2157 | ||
| Commissions: | 509.62 | Comm.% P/L | 16.91 % |
| Total Transactions: | 292 | Log. Linearity: | 62.448 % |
| Total | Long |
Short |
EUM | EWH | |
|---|---|---|---|---|---|
| Total Profit/Loss | 3013.08 | -1290.28 | 4303.36 | 2021.48 | 991.60 |
| Total Profit | 15976.91 | 5495.92 | 10480.99 | 9572.55 | 8253.92 |
| Total Loss | 12963.83 | 6786.20 | 6177.64 | 7551.07 | 7262.32 |
| Profit Factor | 1.23 | 0.81 | 1.70 | 1.27 | 1.14 |
| Trades | 73 | 32 | 41 | 73 | 73 |
| Winning Trades | 54 | 19 | 35 | 51 | 51 |
| Losing Trades | 19 | 13 | 6 | 22 | 22 |
| % Profitable | 73.00 | 59.00 | 85.00 | 69.00 | 69.00 |
| Profit/Loss Per Trade % | 0.39 | -0.84 | 1.36 | 0.40 | 0.15 |
| Profit Per Trade % | 3.79 | 3.46 | 3.97 | 2.44 | 1.99 |
| Loss Per Trade % | 7.65 | 6.49 | 10.20 | 3.88 | 3.83 |
| Days In Trade | 885 | 440 | 445 | 885 | 885 |
| Days In Trade (Avg. Per Trade) | 12.12 | 13.75 | 10.85 | 12.12 | 12.12 |
| % Days In Trade | 41.03 | 20.40 | 20.63 | 41.03 | 41.03 |