| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| GDXD | MicroSectors Gold Miners -3X Inverse Leveraged ETNs | 43.86 | 618441 | ||||
| GDX | VanEck Gold Miners ETF | 0 | 87.11 | 25251584 |
| Entry Threshold: | 0.10 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| Inverted: | n/a | Transformed: | GDXD | A=1000.0 B=0.1 | |
| 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: | 1279.65 |
| Total net P/L: | -8720.35 | Total ROI: | -87.20 % |
| CAGR: | -57.88 % | Max. DD: | 91.99 % |
| System Score: | -25.149 | Sharpe Ratio: | -0.287 |
| Start Date: | 2021-02-12 | End Date: | 2023-06-30 |
| Total days: | 868 | ||
| Commissions: | 456.15 | Comm.% P/L | 5.52 % |
| Total Transactions: | 340 | Log. Linearity: | 75.743 % |
| Total | Long |
Short |
GDXD | GDX | |
|---|---|---|---|---|---|
| Total Profit/Loss | -8264.20 | -2194.71 | -6069.48 | -5720.79 | -2543.41 |
| Total Profit | 23855.85 | 13843.74 | 10012.11 | 18391.63 | 5483.10 |
| Total Loss | 32120.04 | 16038.45 | 16081.59 | 24112.41 | 8026.51 |
| Profit Factor | 0.74 | 0.86 | 0.62 | 0.76 | 0.68 |
| Trades | 85 | 43 | 42 | 85 | 85 |
| Winning Trades | 23 | 11 | 12 | 22 | 24 |
| Losing Trades | 62 | 32 | 30 | 62 | 60 |
| % Profitable | 27.00 | 25.00 | 28.00 | 25.00 | 28.00 |
| Profit/Loss Per Trade % | -2.23 | -2.25 | -2.20 | -1.27 | -0.28 |
| Profit Per Trade % | 25.82 | 27.86 | 23.97 | 21.00 | 6.20 |
| Loss Per Trade % | 10.38 | 10.20 | 10.57 | 7.83 | 2.73 |
| Days In Trade | 664 | 321 | 343 | 664 | 664 |
| Days In Trade (Avg. Per Trade) | 7.81 | 7.47 | 8.17 | 7.81 | 7.81 |
| % Days In Trade | 76.50 | 36.98 | 39.52 | 76.50 | 76.50 |