| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| DAX | Global X DAX Germany ETF | 0.0331 | 47.28 | 84552 | |||
| SPY | SPDR S&P 500 ETF Trust | 0.0083 | 689.43 | 75926971 |
| 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: | 6043.14 |
| Total net P/L: | -3956.86 | Total ROI: | -39.57 % |
| CAGR: | -9.45 % | Max. DD: | 43.11 % |
| System Score: | -6.929 | Sharpe Ratio: | -2.036 |
| Start Date: | 2021-01-04 | End Date: | 2026-01-30 |
| Total days: | 1852 | ||
| Commissions: | 312.14 | Comm.% P/L | 8.56 % |
| Total Transactions: | 272 | Log. Linearity: | 90.173 % |
| Total | Long |
Short |
DAX | SPY | |
|---|---|---|---|---|---|
| Total Profit/Loss | -3644.72 | -2387.84 | -1256.88 | -1908.71 | -1736.01 |
| Total Profit | 3911.11 | 2000.69 | 1910.42 | 7311.90 | 4803.39 |
| Total Loss | 7555.83 | 4388.53 | 3167.30 | 9220.62 | 6539.40 |
| Profit Factor | 0.52 | 0.46 | 0.60 | 0.79 | 0.73 |
| Trades | 68 | 37 | 31 | 68 | 68 |
| Winning Trades | 39 | 20 | 19 | 37 | 32 |
| Losing Trades | 29 | 17 | 12 | 31 | 36 |
| % Profitable | 57.00 | 54.00 | 61.00 | 54.00 | 47.00 |
| Profit/Loss Per Trade % | -0.68 | -0.75 | -0.59 | -0.41 | -0.35 |
| Profit Per Trade % | 1.29 | 1.27 | 1.32 | 2.47 | 1.90 |
| Loss Per Trade % | 3.20 | 3.01 | 3.47 | 3.64 | 2.27 |
| Days In Trade | 888 | 507 | 381 | 888 | 888 |
| Days In Trade (Avg. Per Trade) | 13.06 | 13.70 | 12.29 | 13.06 | 13.06 |
| % Days In Trade | 47.95 | 27.38 | 20.57 | 47.95 | 47.95 |