Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MQY | BlackRock MuniYield Quality Closed Fund | Financial Services | Asset Management | 935 | 0.0437 | 11.78 | 184863 |
BHK | BlackRock Core Bond Closed Fund | Financial Services | Asset Management | 574 | 0.0842 | 10.62 | 166785 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
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: | 27052.30 |
Total net P/L: | 17052.30 | Total ROI: | 170.52 % |
CAGR: | 18.91 % | Max. DD: | 8.07 % |
System Score: | 13.243 | Sharpe Ratio: | 4.222 |
Start Date: | 2017-01-02 | End Date: | 2022-09-30 |
Total days: | 2097 | ||
Commissions: | 1489.83 | Comm.% P/L | 8.03 % |
Total Transactions: | 280 | Log. Linearity: | 88.799 % |
Total | ![]() |
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MQY | BHK | |
---|---|---|---|---|---|
Total Profit/Loss | 18542.13 | 9937.32 | 8604.82 | 12661.29 | 5880.84 |
Total Profit | 21233.58 | 11189.96 | 10043.62 | 18106.57 | 12608.79 |
Total Loss | 2691.45 | 1252.65 | 1438.80 | 5445.28 | 6727.95 |
Profit Factor | 7.89 | 8.93 | 6.98 | 3.33 | 1.87 |
Trades | 70 | 38 | 32 | 70 | 70 |
Winning Trades | 60 | 33 | 27 | 46 | 44 |
Losing Trades | 10 | 5 | 5 | 24 | 26 |
% Profitable | 85.00 | 86.00 | 84.00 | 65.00 | 62.00 |
Profit/Loss Per Trade % | 1.57 | 1.57 | 1.58 | 0.94 | 0.57 |
Profit Per Trade % | 2.15 | 2.08 | 2.23 | 2.33 | 1.84 |
Loss Per Trade % | 1.80 | 1.73 | 1.87 | 1.64 | 1.49 |
Days In Trade | 898 | 497 | 401 | 898 | 898 |
Days In Trade (Avg. Per Trade) | 12.83 | 13.08 | 12.53 | 12.83 | 12.83 |
% Days In Trade | 42.82 | 23.70 | 19.12 | 42.82 | 42.82 |