| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| GLD | SPDR® Gold Shares | 473.51 | 14340747 | ||||
| SLV | iShares Silver Trust | 75.94 | 52701647 |
| 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: | 5927.21 |
| Total net P/L: | -4072.79 | Total ROI: | -40.73 % |
| CAGR: | -9.66 % | Max. DD: | 55.63 % |
| System Score: | -0.069 | Sharpe Ratio: | -0.705 |
| Start Date: | 2021-01-04 | End Date: | 2026-02-27 |
| Total days: | 1880 | ||
| Commissions: | 412.76 | Comm.% P/L | 11.28 % |
| Total Transactions: | 284 | Log. Linearity: | 19.231 % |
| Total | Long |
Short |
GLD | SLV | |
|---|---|---|---|---|---|
| Total Profit/Loss | -3660.03 | -1901.15 | -1758.88 | -83.45 | -3576.58 |
| Total Profit | 8711.83 | 5131.25 | 3580.58 | 7628.89 | 11849.10 |
| Total Loss | 12371.86 | 7032.40 | 5339.46 | 7712.34 | 15425.68 |
| Profit Factor | 0.70 | 0.73 | 0.67 | 0.99 | 0.77 |
| Trades | 71 | 35 | 36 | 71 | 71 |
| Winning Trades | 47 | 24 | 23 | 34 | 41 |
| Losing Trades | 24 | 11 | 13 | 37 | 30 |
| % Profitable | 66.00 | 68.00 | 63.00 | 47.00 | 57.00 |
| Profit/Loss Per Trade % | -0.67 | -0.79 | -0.55 | -0.03 | -0.77 |
| Profit Per Trade % | 2.10 | 2.48 | 1.70 | 2.50 | 3.18 |
| Loss Per Trade % | 5.60 | 7.16 | 4.30 | 2.25 | 5.54 |
| Days In Trade | 976 | 467 | 509 | 976 | 976 |
| Days In Trade (Avg. Per Trade) | 13.75 | 13.34 | 14.14 | 13.75 | 13.75 |
| % Days In Trade | 51.91 | 24.84 | 27.07 | 51.91 | 51.91 |