Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
KOMP | SPDR Kensho New Economies Composite | 0.0106 | 45.44 | 118542 | |||
IETC | iShares Evolved U.S. Technology ETF | 0.0094 | 68.18 | 22394 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 10 | Entry Mode: | Uptick | Reversals: | |
Inverted: | KOMP | Transformed: | n/a | A=1000.0 B=0.1 | |
MA Period: | 15 | MA Type: | TEMA | 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: | 11676.36 |
Total net P/L: | 1676.36 | Total ROI: | 16.76 % |
CAGR: | 88.82 % | Max. DD: | 22.21 % |
System Score: | 0.001 | Sharpe Ratio: | 0.570 |
Start Date: | 2020-01-02 | End Date: | 2020-03-31 |
Total days: | 89 | ||
Commissions: | 22.01 | Comm.% P/L | 1.30 % |
Total Transactions: | 16 | Log. Linearity: | 2.563 % |
Total | Long | Short | KOMP | IETC | |
---|---|---|---|---|---|
Total Profit/Loss | 1698.37 | 3121.15 | -1422.78 | 1041.19 | 657.18 |
Total Profit | 3472.41 | 3121.15 | 351.27 | 1934.61 | 1537.80 |
Total Loss | 1774.04 | 0.00 | 1774.04 | 893.42 | 880.62 |
Profit Factor | 1.96 | 0.00 | 0.20 | 2.17 | 1.75 |
Trades | 4 | 2 | 2 | 4 | 4 |
Winning Trades | 3 | 2 | 1 | 3 | 3 |
Losing Trades | 1 | 0 | 1 | 1 | 1 |
% Profitable | 75.00 | 100.00 | 50.00 | 75.00 | 75.00 |
Profit/Loss Per Trade % | 4.01 | 16.82 | -7.39 | 2.75 | 1.89 |
Profit Per Trade % | 12.20 | 16.82 | 3.51 | 6.86 | 5.62 |
Loss Per Trade % | 17.15 | 0.00 | 17.15 | 8.64 | 8.51 |
Days In Trade | 21 | 12 | 9 | 21 | 21 |
Days In Trade (Avg. Per Trade) | 5.25 | 6.00 | 4.50 | 5.25 | 5.25 |
% Days In Trade | 23.60 | 13.48 | 10.11 | 23.60 | 23.60 |