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: | SMA | 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: | 8984.03 |
Total net P/L: | -1015.97 | Total ROI: | -10.16 % |
CAGR: | -19.24 % | Max. DD: | 12.39 % |
System Score: | -4.396 | Sharpe Ratio: | -0.705 |
Start Date: | 2019-07-01 | End Date: | 2019-12-31 |
Total days: | 183 | ||
Commissions: | 41.16 | Comm.% P/L | 4.22 % |
Total Transactions: | 28 | Log. Linearity: | 61.135 % |
Total | Long | Short | KOMP | IETC | |
---|---|---|---|---|---|
Total Profit/Loss | -974.81 | -373.93 | -600.89 | -450.55 | -524.26 |
Total Profit | 399.96 | 213.86 | 186.09 | 173.33 | 226.63 |
Total Loss | 1374.77 | 587.79 | 786.98 | 623.88 | 750.89 |
Profit Factor | 0.29 | 0.36 | 0.24 | 0.28 | 0.30 |
Trades | 7 | 5 | 2 | 7 | 7 |
Winning Trades | 3 | 2 | 1 | 3 | 3 |
Losing Trades | 4 | 3 | 1 | 4 | 4 |
% Profitable | 42.00 | 40.00 | 50.00 | 42.00 | 42.00 |
Profit/Loss Per Trade % | -1.46 | -0.80 | -3.09 | -0.66 | -0.77 |
Profit Per Trade % | 1.45 | 1.18 | 2.01 | 0.63 | 0.83 |
Loss Per Trade % | 3.51 | 2.08 | 7.93 | 1.60 | 1.93 |
Days In Trade | 69 | 44 | 25 | 69 | 69 |
Days In Trade (Avg. Per Trade) | 9.86 | 8.80 | 12.50 | 9.86 | 9.86 |
% Days In Trade | 37.70 | 24.04 | 13.66 | 37.70 | 37.70 |