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: | 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: | 9952.06 |
Total net P/L: | -47.94 | Total ROI: | -0.48 % |
CAGR: | -0.95 % | Max. DD: | 2.15 % |
System Score: | -0.027 | Sharpe Ratio: | -0.178 |
Start Date: | 2019-07-01 | End Date: | 2019-12-31 |
Total days: | 183 | ||
Commissions: | 43.69 | Comm.% P/L | 1028.65 % |
Total Transactions: | 28 | Log. Linearity: | 30.570 % |
Total | Long | Short | KOMP | IETC | |
---|---|---|---|---|---|
Total Profit/Loss | -4.25 | 45.44 | -49.69 | 448.27 | -452.51 |
Total Profit | 196.57 | 194.89 | 1.67 | 628.79 | 324.05 |
Total Loss | 200.81 | 149.45 | 51.37 | 180.52 | 776.56 |
Profit Factor | 0.98 | 1.30 | 0.03 | 3.48 | 0.42 |
Trades | 7 | 5 | 2 | 7 | 7 |
Winning Trades | 3 | 2 | 1 | 4 | 3 |
Losing Trades | 4 | 3 | 1 | 3 | 4 |
% Profitable | 42.00 | 40.00 | 50.00 | 57.00 | 42.00 |
Profit/Loss Per Trade % | -0.01 | 0.09 | -0.25 | 0.63 | -0.66 |
Profit Per Trade % | 0.66 | 0.98 | 0.02 | 1.57 | 1.08 |
Loss Per Trade % | 0.50 | 0.50 | 0.51 | 0.60 | 1.94 |
Days In Trade | 70 | 45 | 25 | 70 | 70 |
Days In Trade (Avg. Per Trade) | 10.00 | 9.00 | 12.50 | 10.00 | 10.00 |
% Days In Trade | 38.25 | 24.59 | 13.66 | 38.25 | 38.25 |