| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| EEM | iShares MSCI Emerging Markets ETF | 0.0143 | 53.72 | 26019078 | |||
| VWO | Vanguard FTSE Emerging Markets Index Fund ETF Shares | 0.0214 | 53.11 | 9211372 |
| 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: | 9928.09 |
| Total net P/L: | -71.91 | Total ROI: | -0.72 % |
| CAGR: | -0.80 % | Max. DD: | 3.42 % |
| System Score: | -0.000 | Sharpe Ratio: | -0.366 |
| Start Date: | 2025-01-02 | End Date: | 2025-11-28 |
| Total days: | 330 | ||
| Commissions: | 47.05 | Comm.% P/L | 189.26 % |
| Total Transactions: | 44 | Log. Linearity: | 2.165 % |
| Total | Long |
Short |
EEM | VWO | |
|---|---|---|---|---|---|
| Total Profit/Loss | -24.86 | 118.70 | -143.56 | -1552.10 | 1527.24 |
| Total Profit | 292.13 | 145.04 | 147.09 | 342.36 | 1821.24 |
| Total Loss | 316.99 | 26.34 | 290.65 | 1894.46 | 294.00 |
| Profit Factor | 0.92 | 5.51 | 0.51 | 0.18 | 6.19 |
| Trades | 11 | 3 | 8 | 11 | 11 |
| Winning Trades | 6 | 2 | 4 | 2 | 8 |
| Losing Trades | 5 | 1 | 4 | 9 | 3 |
| % Profitable | 54.00 | 66.00 | 50.00 | 18.00 | 72.00 |
| Profit/Loss Per Trade % | -0.02 | 0.39 | -0.18 | -1.42 | 1.36 |
| Profit Per Trade % | 0.48 | 0.72 | 0.37 | 1.71 | 2.26 |
| Loss Per Trade % | 0.63 | 0.26 | 0.72 | 2.08 | 0.98 |
| Days In Trade | 145 | 29 | 116 | 145 | 145 |
| Days In Trade (Avg. Per Trade) | 13.18 | 9.67 | 14.50 | 13.18 | 13.18 |
| % Days In Trade | 43.94 | 8.79 | 35.15 | 43.94 | 43.94 |