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: | |
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: | 9884.22 |
Total net P/L: | -115.78 | Total ROI: | -1.16 % |
CAGR: | -2.30 % | Max. DD: | 2.20 % |
System Score: | -1.270 | Sharpe Ratio: | -0.472 |
Start Date: | 2019-07-01 | End Date: | 2019-12-31 |
Total days: | 183 | ||
Commissions: | 49.42 | Comm.% P/L | 74.48 % |
Total Transactions: | 32 | Log. Linearity: | 82.078 % |
Total | Long | Short | KOMP | IETC | |
---|---|---|---|---|---|
Total Profit/Loss | -66.36 | -16.85 | -49.51 | 573.38 | -639.74 |
Total Profit | 133.45 | 131.77 | 1.67 | 769.90 | 246.80 |
Total Loss | 199.80 | 148.62 | 51.18 | 196.51 | 886.54 |
Profit Factor | 0.67 | 0.89 | 0.03 | 3.92 | 0.28 |
Trades | 8 | 6 | 2 | 8 | 8 |
Winning Trades | 4 | 3 | 1 | 5 | 3 |
Losing Trades | 4 | 3 | 1 | 3 | 5 |
% Profitable | 50.00 | 50.00 | 50.00 | 62.00 | 37.00 |
Profit/Loss Per Trade % | -0.08 | -0.03 | -0.25 | 0.71 | -0.82 |
Profit Per Trade % | 0.34 | 0.44 | 0.02 | 1.54 | 0.83 |
Loss Per Trade % | 0.50 | 0.50 | 0.51 | 0.66 | 1.78 |
Days In Trade | 72 | 47 | 25 | 72 | 72 |
Days In Trade (Avg. Per Trade) | 9.00 | 7.83 | 12.50 | 9.00 | 9.00 |
% Days In Trade | 39.34 | 25.68 | 13.66 | 39.34 | 39.34 |