| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| NLR | VanEck Uranium+Nuclear Energy ETF | 0 | 121.95 | 612610 | |||
| XLE | Energy Select Sector SPDR® Fund | 0.0378 | 57.55 | 41746775 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| 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: | 8582.64 |
| Total net P/L: | -1417.36 | Total ROI: | -14.17 % |
| CAGR: | -2.79 % | Max. DD: | 35.82 % |
| System Score: | -0.000 | Sharpe Ratio: | 0.037 |
| Start Date: | 2021-01-04 | End Date: | 2026-05-29 |
| Total days: | 1971 | ||
| Commissions: | 363.47 | Comm.% P/L | 34.49 % |
| Total Transactions: | 340 | Log. Linearity: | 0.867 % |
| Total | Long |
Short |
NLR | XLE | |
|---|---|---|---|---|---|
| Total Profit/Loss | -1053.89 | -2254.11 | 1200.21 | -1200.36 | 146.47 |
| Total Profit | 15601.91 | 6863.44 | 8738.47 | 13760.25 | 13053.93 |
| Total Loss | 16655.80 | 9117.55 | 7538.26 | 14960.61 | 12907.47 |
| Profit Factor | 0.94 | 0.75 | 1.16 | 0.92 | 1.01 |
| Trades | 85 | 40 | 45 | 85 | 85 |
| Winning Trades | 55 | 24 | 31 | 48 | 48 |
| Losing Trades | 30 | 16 | 14 | 37 | 37 |
| % Profitable | 64.00 | 60.00 | 68.00 | 56.00 | 56.00 |
| Profit/Loss Per Trade % | -0.13 | -0.63 | 0.32 | -0.20 | -0.03 |
| Profit Per Trade % | 3.41 | 3.44 | 3.38 | 3.33 | 3.22 |
| Loss Per Trade % | 6.10 | 6.25 | 5.93 | 4.37 | 3.97 |
| Days In Trade | 1051 | 519 | 532 | 1051 | 1051 |
| Days In Trade (Avg. Per Trade) | 12.36 | 12.97 | 11.82 | 12.36 | 12.36 |
| % Days In Trade | 53.32 | 26.33 | 26.99 | 53.32 | 53.32 |