| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| XLE | Energy Select Sector SPDR® Fund | 0.0464 | 46.67 | 34084499 | |||
| XLP | Consumer Staples Select Sector SPDR® Fund | 15540 | 0.0221 | 79.25 | 14741405 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 90 | 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: | 5059.00 |
| Total net P/L: | -4941.00 | Total ROI: | -49.41 % |
| CAGR: | -12.76 % | Max. DD: | 57.11 % |
| System Score: | -5.150 | Sharpe Ratio: | -1.152 |
| Start Date: | 2021-01-04 | End Date: | 2025-12-31 |
| Total days: | 1822 | ||
| Commissions: | 236.75 | Comm.% P/L | 5.03 % |
| Total Transactions: | 224 | Log. Linearity: | 73.899 % |
| Total | Long |
Short |
XLE | XLP | |
|---|---|---|---|---|---|
| Total Profit/Loss | -4704.25 | -1492.76 | -3211.49 | -4163.26 | -540.99 |
| Total Profit | 4767.40 | 1672.97 | 3094.43 | 4431.06 | 3057.06 |
| Total Loss | 9471.65 | 3165.73 | 6305.92 | 8594.32 | 3598.05 |
| Profit Factor | 0.50 | 0.53 | 0.49 | 0.52 | 0.85 |
| Trades | 56 | 23 | 33 | 56 | 56 |
| Winning Trades | 29 | 12 | 17 | 29 | 28 |
| Losing Trades | 27 | 11 | 16 | 27 | 28 |
| % Profitable | 51.00 | 52.00 | 51.00 | 51.00 | 50.00 |
| Profit/Loss Per Trade % | -1.14 | -1.09 | -1.17 | -1.03 | -0.12 |
| Profit Per Trade % | 2.99 | 2.53 | 3.32 | 2.68 | 1.97 |
| Loss Per Trade % | 5.16 | 4.75 | 5.44 | 4.67 | 2.13 |
| Days In Trade | 1017 | 438 | 579 | 1017 | 1017 |
| Days In Trade (Avg. Per Trade) | 18.16 | 19.04 | 17.55 | 18.16 | 18.16 |
| % Days In Trade | 55.82 | 24.04 | 31.78 | 55.82 | 55.82 |