| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| NEM | Newmont Goldcorp Corp | Basic Materials | Gold | 114474 | 0.0092 | 107.23 | 9926109 |
| AEM | Agnico Eagle Mines Limited | Basic Materials | Gold | 90292 | 0.0094 | 174.91 | 2673632 |
| Entry Threshold: | 1.50 | Exit Threshold: | 0.10 | ||
| Max Duration: | 15 | 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: | 15186.34 |
| Total net P/L: | 5186.34 | Total ROI: | 51.86 % |
| CAGR: | 8.17 % | Max. DD: | 23.84 % |
| System Score: | 4.210 | Sharpe Ratio: | 1.130 |
| Start Date: | 2021-01-04 | End Date: | 2026-04-30 |
| Total days: | 1942 | ||
| Commissions: | 516.37 | Comm.% P/L | 9.05 % |
| Total Transactions: | 464 | Log. Linearity: | 80.172 % |
| Total | Long |
Short |
NEM | AEM | |
|---|---|---|---|---|---|
| Total Profit/Loss | 5702.71 | 341.27 | 5361.44 | 7580.12 | -1877.41 |
| Total Profit | 24927.05 | 11813.18 | 13113.87 | 37671.44 | 30132.46 |
| Total Loss | 19224.34 | 11471.91 | 7752.43 | 30091.32 | 32009.87 |
| Profit Factor | 1.30 | 1.03 | 1.69 | 1.25 | 0.94 |
| Trades | 116 | 57 | 59 | 116 | 116 |
| Winning Trades | 84 | 42 | 42 | 67 | 59 |
| Losing Trades | 32 | 15 | 17 | 49 | 57 |
| % Profitable | 72.00 | 73.00 | 71.00 | 57.00 | 50.00 |
| Profit/Loss Per Trade % | 0.40 | 0.06 | 0.73 | 0.27 | -0.16 |
| Profit Per Trade % | 2.53 | 2.45 | 2.62 | 4.47 | 4.38 |
| Loss Per Trade % | 4.79 | 6.04 | 3.70 | 4.98 | 4.49 |
| Days In Trade | 1194 | 591 | 603 | 1194 | 1194 |
| Days In Trade (Avg. Per Trade) | 10.29 | 10.37 | 10.22 | 10.29 | 10.29 |
| % Days In Trade | 61.48 | 30.43 | 31.05 | 61.48 | 61.48 |