| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| GLD | SPDR® Gold Shares | 386.54 | 14318644 | ||||
| GDX | VanEck Gold Miners ETF | 0 | 80.03 | 25920580 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | 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: | 22559.69 |
| Total net P/L: | 12559.69 | Total ROI: | 125.60 % |
| CAGR: | 15.20 % | Max. DD: | 33.08 % |
| System Score: | 5.857 | Sharpe Ratio: | 1.812 |
| Start Date: | 2020-01-02 | End Date: | 2025-09-30 |
| Total days: | 2098 | ||
| Commissions: | 652.81 | Comm.% P/L | 4.94 % |
| Total Transactions: | 380 | Log. Linearity: | 72.760 % |
| Total | Long |
Short |
GLD | GDX | |
|---|---|---|---|---|---|
| Total Profit/Loss | 13212.50 | 3419.53 | 9792.97 | 6487.88 | 6724.62 |
| Total Profit | 35883.76 | 15479.88 | 20403.88 | 21148.06 | 44765.95 |
| Total Loss | 22671.26 | 12060.35 | 10610.91 | 14660.18 | 38041.33 |
| Profit Factor | 1.58 | 1.28 | 1.92 | 1.44 | 1.18 |
| Trades | 95 | 42 | 53 | 95 | 95 |
| Winning Trades | 65 | 28 | 37 | 46 | 63 |
| Losing Trades | 30 | 14 | 16 | 49 | 32 |
| % Profitable | 68.00 | 66.00 | 69.00 | 48.00 | 66.00 |
| Profit/Loss Per Trade % | 0.90 | 0.58 | 1.16 | 0.29 | 0.45 |
| Profit Per Trade % | 3.43 | 3.40 | 3.45 | 2.63 | 4.37 |
| Loss Per Trade % | 4.22 | 4.68 | 3.81 | 1.83 | 6.60 |
| Days In Trade | 1176 | 539 | 637 | 1176 | 1176 |
| Days In Trade (Avg. Per Trade) | 12.38 | 12.83 | 12.02 | 12.38 | 12.38 |
| % Days In Trade | 56.05 | 25.69 | 30.36 | 56.05 | 56.05 |