| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| GLD | SPDR® Gold Shares | 445.93 | 14709980 | ||||
| USO | United States Oil Fund LP | 116.04 | 13959847 |
| Entry Threshold: | 2.00 | Exit Threshold: | -2.00 | ||
| Max Duration: | 98 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
| 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: | 317.65 |
| Total net P/L: | -9682.35 | Total ROI: | -96.82 % |
| CAGR: | -31.14 % | Max. DD: | 97.83 % |
| System Score: | -22.025 | Sharpe Ratio: | -2.059 |
| Start Date: | 2017-01-02 | End Date: | 2026-03-31 |
| Total days: | 3375 | ||
| Commissions: | 220.00 | Comm.% P/L | 2.33 % |
| Total Transactions: | 220 | Log. Linearity: | 89.100 % |
| Total | Long |
Short |
GLD | USO | |
|---|---|---|---|---|---|
| Total Profit/Loss | -9462.35 | -2110.00 | -7352.35 | -2067.68 | -7394.67 |
| Total Profit | 9768.09 | 5443.76 | 4324.33 | 3143.70 | 8568.95 |
| Total Loss | 19230.44 | 7553.76 | 11676.68 | 5211.38 | 15963.62 |
| Profit Factor | 0.51 | 0.72 | 0.37 | 0.60 | 0.54 |
| Trades | 55 | 28 | 27 | 55 | 55 |
| Winning Trades | 29 | 15 | 14 | 26 | 24 |
| Losing Trades | 26 | 13 | 13 | 29 | 31 |
| % Profitable | 52.00 | 53.00 | 51.00 | 47.00 | 43.00 |
| Profit/Loss Per Trade % | -5.77 | -2.71 | -8.83 | -0.62 | -4.68 |
| Profit Per Trade % | 6.66 | 7.27 | 6.00 | 3.51 | 6.53 |
| Loss Per Trade % | 14.95 | 12.07 | 17.91 | 4.00 | 10.55 |
| Days In Trade | 3058 | 1403 | 1655 | 3058 | 3058 |
| Days In Trade (Avg. Per Trade) | 55.60 | 50.11 | 61.30 | 55.60 | 55.60 |
| % Days In Trade | 90.61 | 41.57 | 49.04 | 90.61 | 90.61 |