| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| VALE | Vale SA ADR | Basic Materials | Other Industrial Metals & Mining | 69276 | 0.3309 | 16.25 | 31456077 |
| SID | Companhia Siderurgica Nacional ADR | Basic Materials | Steel | 1795 | 1.35 | 3710616 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 57 | MA Type: | EMA | StdDev Period: | 57 |
| 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: | 3604.56 |
| Total net P/L: | -6395.44 | Total ROI: | -63.95 % |
| CAGR: | -17.45 % | Max. DD: | 68.67 % |
| System Score: | -12.596 | Sharpe Ratio: | -2.048 |
| Start Date: | 2021-01-04 | End Date: | 2026-04-30 |
| Total days: | 1942 | ||
| Commissions: | 859.49 | Comm.% P/L | 15.53 % |
| Total Transactions: | 116 | Log. Linearity: | 89.701 % |
| Total | Long |
Short |
VALE | SID | |
|---|---|---|---|---|---|
| Total Profit/Loss | -5535.95 | -1381.23 | -4154.71 | -1096.63 | -4439.31 |
| Total Profit | 3043.54 | 1766.34 | 1277.20 | 6078.15 | 8617.10 |
| Total Loss | 8579.48 | 3147.57 | 5431.91 | 7174.79 | 13056.41 |
| Profit Factor | 0.35 | 0.56 | 0.24 | 0.85 | 0.66 |
| Trades | 29 | 7 | 22 | 29 | 29 |
| Winning Trades | 11 | 5 | 6 | 12 | 16 |
| Losing Trades | 18 | 2 | 16 | 17 | 13 |
| % Profitable | 37.00 | 71.00 | 27.00 | 41.00 | 55.00 |
| Profit/Loss Per Trade % | -2.97 | -2.44 | -3.14 | -1.02 | -2.86 |
| Profit Per Trade % | 4.60 | 5.24 | 4.07 | 6.83 | 7.89 |
| Loss Per Trade % | 6.93 | 19.19 | 5.49 | 6.01 | 13.79 |
| Days In Trade | 566 | 121 | 445 | 566 | 566 |
| Days In Trade (Avg. Per Trade) | 19.52 | 17.29 | 20.23 | 19.52 | 19.52 |
| % Days In Trade | 29.15 | 6.23 | 22.91 | 29.15 | 29.15 |