Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MTW | Manitowoc Company Inc | Industrials | Farm & Heavy Construction Machinery | 348 | 9.91 | 284077 | |
TEX | Terex Corporation | Industrials | Farm & Heavy Construction Machinery | 2989 | 0.0142 | 44.59 | 847986 |
Entry Threshold: | 0.50 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
RSI Period: | 10 | RSI Threshold: | 17 | ||
Version: | 4 | Model Version: | n/a | Bid-Ask 0.00 / 0.00 |
Initial Capital: | 10000.00 | Final Equity: | 178051.29 |
Total net P/L: | 168051.29 | Total ROI: | 1680.51 % |
CAGR: | 63.87 % | Max. DD: | 21.19 % |
MAPY: | 35.19 % | Sharpe Ratio: | 4.337 |
Start Date: | 2009-01-02 | End Date: | 2014-10-31 |
Total days: | 2128 | Leverage: | 1:2 |
Commissions: | 5904.29 | Comm.% P/L | 3.39 % |
Total Transactions: | 288 | Log. Linearity: | 91.865 % |
Total | ![]() |
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MTW | TEX | |
---|---|---|---|---|---|
Total Profit/Loss | 173955.58 | 102070.26 | 71885.32 | 83051.07 | 90904.51 |
Total Profit | 236080.95 | 114841.70 | 121239.25 | 216955.81 | 206686.64 |
Total Loss | 62125.37 | 12771.44 | 49353.93 | 133904.74 | 115782.13 |
Profit Factor | 3.80 | 8.99 | 2.46 | 1.62 | 1.79 |
Trades | 72 | 34 | 38 | 72 | 72 |
Winning Trades | 65 | 33 | 32 | 43 | 41 |
Losing Trades | 7 | 1 | 6 | 29 | 31 |
% Profitable | 90.00 | 97.00 | 84.00 | 59.00 | 56.00 |
Profit/Loss Per Trade % | 4.21 | 5.96 | 2.66 | 2.69 | 0.73 |
Profit Per Trade % | 5.62 | 6.45 | 4.77 | 8.95 | 6.75 |
Loss Per Trade % | 8.00 | 8.94 | 7.84 | 5.73 | 6.24 |
Days In Trade | 721 | 316 | 405 | 721 | 721 |
Days In Trade (Avg. Per Trade) | 10.01 | 9.29 | 10.66 | 10.01 | 10.01 |
% Days In Trade | 33.88 | 14.85 | 19.03 | 33.88 | 33.88 |