| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| SLV | iShares Silver Trust | 62.72 | 50995052 | ||||
| GLD | SPDR® Gold Shares | 423.36 | 11832360 |
| 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: | 6624.16 |
| Total net P/L: | -3375.84 | Total ROI: | -33.76 % |
| CAGR: | -7.12 % | Max. DD: | 56.27 % |
| System Score: | -0.437 | Sharpe Ratio: | -0.429 |
| Start Date: | 2021-01-04 | End Date: | 2026-07-31 |
| Total days: | 2034 | ||
| Commissions: | 454.68 | Comm.% P/L | 15.57 % |
| Total Transactions: | 320 | Log. Linearity: | 39.431 % |
| Total | Long |
Short |
SLV | GLD | |
|---|---|---|---|---|---|
| Total Profit/Loss | -2921.16 | -1082.29 | -1838.87 | -2203.49 | -717.67 |
| Total Profit | 9704.61 | 4536.70 | 5167.91 | 13516.78 | 7722.75 |
| Total Loss | 12625.77 | 5618.99 | 7006.78 | 15720.27 | 8440.42 |
| Profit Factor | 0.77 | 0.81 | 0.74 | 0.86 | 0.91 |
| Trades | 80 | 41 | 39 | 80 | 80 |
| Winning Trades | 54 | 27 | 27 | 48 | 38 |
| Losing Trades | 26 | 14 | 12 | 32 | 42 |
| % Profitable | 67.00 | 65.00 | 69.00 | 60.00 | 47.00 |
| Profit/Loss Per Trade % | -0.45 | -0.24 | -0.68 | -0.43 | -0.15 |
| Profit Per Trade % | 2.08 | 1.96 | 2.20 | 3.22 | 2.27 |
| Loss Per Trade % | 5.28 | 4.23 | 6.52 | 5.32 | 2.24 |
| Days In Trade | 1075 | 572 | 503 | 1075 | 1075 |
| Days In Trade (Avg. Per Trade) | 13.44 | 13.95 | 12.90 | 13.44 | 13.44 |
| % Days In Trade | 52.85 | 28.12 | 24.73 | 52.85 | 52.85 |