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Trading Signal>COMEX GOLD model based on similarity metrics

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Overview

Signal Overview
Return Analysis
Risk Assessment
AI Prediction
Signal Parameters
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Disclaimer

COMEX GOLD model based on similarity metrics

Signal Introduction
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Latest Signal View History Signal

Signal Overview

Cumulative Return

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Risk Assessment

Annualized Return

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Win Rate

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Max Drawdown

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Stability

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Trading Model

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Signal Type

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Return Analysis

Yield CurveReturn Distributions
1M 3M 6M 1Y YTD ALL
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No data

By timeframe

Return during the specified period

By returns

Daily rate of return distribution

DWMY

No data

Time Periods1M3M6M1YYTDALL
Signal Return------------
Benchmark Return------------
Signal Rankings

Ranking of returns among all trading signals for the specified timeframe

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TradesExport
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SYMBOLNAMESTYPEOPENING TIMECLOSING TIMEENTRY PRICECLOSING PRICERETURN

Risk Assessment

Max Drawdown
SIGNALBENCHMARK
Max Drawdown----
Max Drawdown Length----
Max Drawdown Recovery Length----
Peak-to-Peak Duration----
Other Indicators
Expand
Volatility & Tracking Error

β:--

R:--

R-squared:--

Tracking Error:--

3M6M1YYTD
SIGNALBENCHMARKSIGNALBENCHMARKSIGNALBENCHMARKSIGNALBENCHMARK
Std Dev (annualized)----------------
Skewness----------------
VaR
3M6M1YYTD
SIGNALBENCHMARKSIGNALBENCHMARKSIGNALBENCHMARKSIGNALBENCHMARK
95% Confidence Interval----------------
97% Confidence Interval----------------
99% Confidence Interval----------------
Risk-adjusted Return
3M6M1YYTD
SIGNALBENCHMARKSIGNALBENCHMARKSIGNALBENCHMARKSIGNALBENCHMARK
Sharpe Ratio----------------
Sortino Ratio----------------
Jensen's Alpha----------------
Treynor Ratio----------------
Information Ratio----------------

AI Prediction

Trade (times):--
Max Profit ($):--
Max Loss ($):--
Profit (times):--
Win Rate:--
Avg Profit/T ($):--
Loss (times):--
Failure Rate:--
Avg Loss/T ($):--
Signal Introduction

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