| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| IWM | iShares Russell 2000 ETF | 0.0078 | 253.85 | 37579709 | |||
| SPY | SPDR S&P 500 ETF Trust | 0.0082 | 681.76 | 76982872 |
| 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: | 10844.04 |
| Total net P/L: | 844.04 | Total ROI: | 8.44 % |
| CAGR: | 1.38 % | Max. DD: | 19.61 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.471 |
| Start Date: | 2020-01-02 | End Date: | 2025-11-28 |
| Total days: | 2157 | ||
| Commissions: | 276.00 | Comm.% P/L | 24.64 % |
| Total Transactions: | 276 | Log. Linearity: | 4.140 % |
| Total | Long |
Short |
IWM | SPY | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1120.04 | -97.07 | 1217.11 | -1239.29 | 2359.33 |
| Total Profit | 8602.39 | 4857.81 | 3744.58 | 12636.62 | 9906.06 |
| Total Loss | 7482.35 | 4954.88 | 2527.47 | 13875.91 | 7546.73 |
| Profit Factor | 1.15 | 0.98 | 1.48 | 0.91 | 1.31 |
| Trades | 69 | 40 | 29 | 69 | 69 |
| Winning Trades | 44 | 24 | 20 | 40 | 30 |
| Losing Trades | 25 | 16 | 9 | 29 | 39 |
| % Profitable | 63.00 | 60.00 | 68.00 | 57.00 | 43.00 |
| Profit/Loss Per Trade % | 0.16 | -0.02 | 0.40 | -0.30 | 0.22 |
| Profit Per Trade % | 1.90 | 1.99 | 1.79 | 3.07 | 3.06 |
| Loss Per Trade % | 2.80 | 2.91 | 2.60 | 4.40 | 1.87 |
| Days In Trade | 828 | 497 | 331 | 828 | 828 |
| Days In Trade (Avg. Per Trade) | 12.00 | 12.43 | 11.41 | 12.00 | 12.00 |
| % Days In Trade | 38.39 | 23.04 | 15.35 | 38.39 | 38.39 |