| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| DIA | SPDR Dow Jones Industrial Average ETF Trust | 0.0109 | 516.62 | 6108041 | |||
| SPY | SPDR S&P 500 ETF Trust | 0.0076 | 733.58 | 75515071 |
| 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: | 8645.62 |
| Total net P/L: | -1354.38 | Total ROI: | -13.54 % |
| CAGR: | -2.66 % | Max. DD: | 16.75 % |
| System Score: | -1.582 | Sharpe Ratio: | -1.305 |
| Start Date: | 2021-01-04 | End Date: | 2026-05-29 |
| Total days: | 1971 | ||
| Commissions: | 296.00 | Comm.% P/L | 27.97 % |
| Total Transactions: | 296 | Log. Linearity: | 84.101 % |
| Total | Long |
Short |
DIA | SPY | |
|---|---|---|---|---|---|
| Total Profit/Loss | -1058.38 | -1117.47 | 59.09 | -670.45 | -387.93 |
| Total Profit | 2775.73 | 1316.74 | 1458.99 | 6287.71 | 7303.66 |
| Total Loss | 3834.11 | 2434.21 | 1399.90 | 6958.16 | 7691.59 |
| Profit Factor | 0.72 | 0.54 | 1.04 | 0.90 | 0.95 |
| Trades | 74 | 41 | 33 | 74 | 74 |
| Winning Trades | 43 | 20 | 23 | 40 | 37 |
| Losing Trades | 31 | 21 | 10 | 34 | 37 |
| % Profitable | 58.00 | 48.00 | 69.00 | 54.00 | 50.00 |
| Profit/Loss Per Trade % | -0.15 | -0.30 | 0.03 | -0.12 | -0.11 |
| Profit Per Trade % | 0.71 | 0.72 | 0.70 | 1.71 | 2.12 |
| Loss Per Trade % | 1.32 | 1.25 | 1.47 | 2.18 | 2.24 |
| Days In Trade | 954 | 570 | 384 | 954 | 954 |
| Days In Trade (Avg. Per Trade) | 12.89 | 13.90 | 11.64 | 12.89 | 12.89 |
| % Days In Trade | 48.40 | 28.92 | 19.48 | 48.40 | 48.40 |