| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| IAU | iShares Gold Trust | 77.51 | 11394914 | ||||
| SLV | iShares Silver Trust | 55.02 | 55735654 |
| 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: | 6495.56 |
| Total net P/L: | -3504.44 | Total ROI: | -35.04 % |
| CAGR: | -25.14 % | Max. DD: | 54.88 % |
| System Score: | -12.651 | Sharpe Ratio: | -0.657 |
| Start Date: | 2025-01-02 | End Date: | 2026-06-30 |
| Total days: | 544 | ||
| Commissions: | 86.68 | Comm.% P/L | 2.54 % |
| Total Transactions: | 80 | Log. Linearity: | 79.545 % |
| Total | Long |
Short |
IAU | SLV | |
|---|---|---|---|---|---|
| Total Profit/Loss | -3417.76 | -3121.12 | -296.64 | 230.14 | -3647.90 |
| Total Profit | 2616.35 | 1357.13 | 1259.22 | 2423.86 | 2855.64 |
| Total Loss | 6034.11 | 4478.25 | 1555.86 | 2193.72 | 6503.54 |
| Profit Factor | 0.43 | 0.30 | 0.81 | 1.10 | 0.44 |
| Trades | 20 | 11 | 9 | 20 | 20 |
| Winning Trades | 12 | 6 | 6 | 10 | 12 |
| Losing Trades | 8 | 5 | 3 | 10 | 8 |
| % Profitable | 60.00 | 54.00 | 66.00 | 50.00 | 60.00 |
| Profit/Loss Per Trade % | -2.08 | -3.64 | -0.13 | 0.06 | -2.33 |
| Profit Per Trade % | 3.07 | 3.29 | 2.86 | 3.09 | 3.41 |
| Loss Per Trade % | 8.86 | 10.82 | 5.66 | 2.82 | 9.60 |
| Days In Trade | 256 | 157 | 99 | 256 | 256 |
| Days In Trade (Avg. Per Trade) | 12.80 | 14.27 | 11.00 | 12.80 | 12.80 |
| % Days In Trade | 47.06 | 28.86 | 18.20 | 47.06 | 47.06 |