| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| IAU | iShares Gold Trust | 85.34 | 8954929 | ||||
| PHYS | Sprott Physical Gold Trust | Financial Services | Asset Management | 16683 | 34.73 | 4184644 |
| 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: | 14572.84 |
| Total net P/L: | 4572.84 | Total ROI: | 45.73 % |
| CAGR: | 2.45 % | Max. DD: | 6.79 % |
| System Score: | 1.680 | Sharpe Ratio: | 2.454 |
| Start Date: | 2010-05-06 | End Date: | 2025-11-28 |
| Total days: | 5685 | ||
| Commissions: | 2612.25 | Comm.% P/L | 36.36 % |
| Total Transactions: | 736 | Log. Linearity: | 88.217 % |
| Total | Long |
Short |
IAU | PHYS | |
|---|---|---|---|---|---|
| Total Profit/Loss | 7185.09 | 3574.66 | 3610.43 | 894.63 | 6290.45 |
| Total Profit | 10345.43 | 4799.57 | 5545.86 | 23009.30 | 26908.97 |
| Total Loss | 3160.34 | 1224.91 | 1935.43 | 22114.67 | 20618.52 |
| Profit Factor | 3.27 | 3.92 | 2.87 | 1.04 | 1.31 |
| Trades | 184 | 85 | 99 | 184 | 184 |
| Winning Trades | 143 | 66 | 77 | 92 | 101 |
| Losing Trades | 41 | 19 | 22 | 92 | 83 |
| % Profitable | 77.00 | 77.00 | 77.00 | 50.00 | 54.00 |
| Profit/Loss Per Trade % | 0.31 | 0.34 | 0.29 | -0.00 | 0.25 |
| Profit Per Trade % | 0.58 | 0.58 | 0.57 | 1.87 | 2.03 |
| Loss Per Trade % | 0.59 | 0.48 | 0.68 | 1.81 | 1.83 |
| Days In Trade | 1986 | 792 | 1194 | 1986 | 1986 |
| Days In Trade (Avg. Per Trade) | 10.79 | 9.32 | 12.06 | 10.79 | 10.79 |
| % Days In Trade | 34.93 | 13.93 | 21.00 | 34.93 | 34.93 |