Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BJRI | BJs Restaurants Inc | Consumer Cyclical | Restaurants | 760 | 31.75 | 363516 | |
CBRL | Cracker Barrel Old Country Store | Consumer Cyclical | Restaurants | 1334 | 0.0865 | 55.87 | 600493 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 100 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 100 | MA Type: | SMA | StdDev Period: | 100 |
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: | 20000.00 | Final Equity: | 30881.14 |
Total net P/L: | 10881.14 | Total ROI: | 54.41 % |
CAGR: | 11.01 % | Max. DD: | 30.21 % |
System Score: | 1.001 | Sharpe Ratio: | 1.094 |
Start Date: | 2014-01-02 | End Date: | 2018-02-28 |
Total days: | 1518 | ||
Commissions: | 143.49 | Comm.% P/L | 1.30 % |
Total Transactions: | 56 | Log. Linearity: | 44.967 % |
Total | Long | Short | BJRI | CBRL | |
---|---|---|---|---|---|
Total Profit/Loss | 11024.63 | 1985.32 | 9039.31 | -4863.43 | 15888.06 |
Total Profit | 25482.14 | 11246.40 | 14235.75 | 16897.22 | 23798.77 |
Total Loss | 14457.52 | 9261.08 | 5196.44 | 21760.65 | 7910.72 |
Profit Factor | 1.76 | 1.21 | 2.74 | 0.78 | 3.01 |
Trades | 14 | 7 | 7 | 14 | 14 |
Winning Trades | 9 | 3 | 6 | 6 | 8 |
Losing Trades | 5 | 4 | 1 | 8 | 6 |
% Profitable | 64.00 | 42.00 | 85.00 | 42.00 | 57.00 |
Profit/Loss Per Trade % | 3.19 | 1.51 | 4.88 | -0.47 | 3.14 |
Profit Per Trade % | 10.13 | 13.48 | 8.50 | 10.93 | 8.93 |
Loss Per Trade % | 8.09 | 6.57 | 14.40 | 8.01 | 3.95 |
Days In Trade | 899 | 534 | 365 | 899 | 899 |
Days In Trade (Avg. Per Trade) | 64.21 | 76.29 | 52.14 | 64.21 | 64.21 |
% Days In Trade | 59.22 | 35.18 | 24.04 | 59.22 | 59.22 |