| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| GSIG | Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF | 0 | 47.35 | 962 | |||
| SUSB | iShares ESG 1-5 Year USD Corporate Bond ETF | 0.0411 | 24.98 | 132119 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
| RSI Period: | 14 | RSI Threshold: | 0 | ||
| Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 10023.33 |
| Total net P/L: | 23.33 | Total ROI: | 0.23 % |
| CAGR: | 0.23 % | Max. DD: | 0.07 % |
| System Score: | 0.076 | Sharpe Ratio: | 0.775 |
| Start Date: | 2025-05-13 | End Date: | 2026-05-11 |
| Total days: | 363 | ||
| Commissions: | 20.00 | Comm.% P/L | 46.15 % |
| Total Transactions: | 20 | Log. Linearity: | 68.715 % |
| Total | Long |
Short |
GSIG | SUSB | |
|---|---|---|---|---|---|
| Total Profit/Loss | 43.33 | 27.51 | 15.82 | 28.46 | 14.87 |
| Total Profit | 44.84 | 27.51 | 17.33 | 32.10 | 22.81 |
| Total Loss | 1.51 | 0.00 | 1.51 | 3.64 | 7.94 |
| Profit Factor | 29.76 | 0.00 | 11.50 | 8.82 | 2.87 |
| Trades | 5 | 3 | 2 | 5 | 5 |
| Winning Trades | 4 | 3 | 1 | 4 | 3 |
| Losing Trades | 1 | 0 | 1 | 1 | 2 |
| % Profitable | 80.00 | 100.00 | 50.00 | 80.00 | 60.00 |
| Profit/Loss Per Trade % | 0.09 | 0.09 | 0.08 | 0.06 | 0.03 |
| Profit Per Trade % | 0.11 | 0.09 | 0.17 | 0.08 | 0.08 |
| Loss Per Trade % | 0.02 | 0.00 | 0.02 | 0.04 | 0.04 |
| Days In Trade | 48 | 26 | 22 | 48 | 48 |
| Days In Trade (Avg. Per Trade) | 9.60 | 8.67 | 11.00 | 9.60 | 9.60 |
| % Days In Trade | 13.22 | 7.16 | 6.06 | 13.22 | 13.22 |