| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| GLD | SPDR® Gold Shares | 398.6 | 12751377 | ||||
| SLV | iShares Silver Trust | 66.01 | 29383562 |
| Entry Threshold: | 1.50 | Exit Threshold: | 0.00 | ||
| Max Duration: | 10 | Entry Mode: | Uptick | Reversals: | |
| Regression Per: | 90 | ||||
| Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 50000.00 | Final Equity: | 45663.07 |
| Total net P/L: | -4336.93 | Total ROI: | -8.67 % |
| CAGR: | -8.77 % | Max. DD: | 9.20 % |
| System Score: | -3.045 | Sharpe Ratio: | -1.456 |
| Start Date: | 2025-01-02 | End Date: | 2025-12-29 |
| Total days: | 361 | ||
| Commissions: | 68.35 | Comm.% P/L | 1.60 % |
| Total Transactions: | 32 | Log. Linearity: | 70.296 % |
| Total | Long |
Short |
GLD | SLV | |
|---|---|---|---|---|---|
| Total Profit/Loss | -4268.58 | -1517.42 | -2751.16 | -1739.60 | -2528.98 |
| Total Profit | 1644.85 | 466.04 | 1178.81 | 1733.44 | 3665.19 |
| Total Loss | 5913.43 | 1983.46 | 3929.97 | 3473.04 | 6194.17 |
| Profit Factor | 0.28 | 0.23 | 0.30 | 0.50 | 0.59 |
| Trades | 8 | 2 | 6 | 8 | 8 |
| Winning Trades | 2 | 1 | 1 | 3 | 4 |
| Losing Trades | 6 | 1 | 5 | 5 | 4 |
| % Profitable | 25.00 | 50.00 | 16.00 | 37.00 | 50.00 |
| Profit/Loss Per Trade % | -1.11 | -1.62 | -0.94 | -0.47 | -0.68 |
| Profit Per Trade % | 1.75 | 0.99 | 2.52 | 1.20 | 1.94 |
| Loss Per Trade % | 2.03 | 4.16 | 1.61 | 1.45 | 3.21 |
| Days In Trade | 93 | 24 | 69 | 93 | 93 |
| Days In Trade (Avg. Per Trade) | 11.62 | 12.00 | 11.50 | 11.62 | 11.62 |
| % Days In Trade | 25.76 | 6.65 | 19.11 | 25.76 | 25.76 |