Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BLMN | Bloomin Brands Inc | Consumer Cyclical | Restaurants | 2377 | 0.0355 | 27.03 | 1359089 |
CBRL | Cracker Barrel Old Country Store | Consumer Cyclical | Restaurants | 1351 | 0.0855 | 61.07 | 602422 |
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: | 22998.54 |
Total net P/L: | 2998.54 | Total ROI: | 14.99 % |
CAGR: | 3.42 % | Max. DD: | 32.10 % |
System Score: | 0.000 | Sharpe Ratio: | 0.540 |
Start Date: | 2014-01-02 | End Date: | 2018-02-28 |
Total days: | 1518 | ||
Commissions: | 147.18 | Comm.% P/L | 4.68 % |
Total Transactions: | 48 | Log. Linearity: | 4.048 % |
Total | Long | Short | BLMN | CBRL | |
---|---|---|---|---|---|
Total Profit/Loss | 3145.72 | -3141.61 | 6287.33 | 1349.19 | 1796.53 |
Total Profit | 11565.23 | 4532.35 | 7032.89 | 11153.99 | 9825.76 |
Total Loss | 8419.51 | 7673.96 | 745.55 | 9804.80 | 8029.23 |
Profit Factor | 1.37 | 0.59 | 9.43 | 1.14 | 1.22 |
Trades | 12 | 7 | 5 | 12 | 12 |
Winning Trades | 7 | 3 | 4 | 6 | 8 |
Losing Trades | 5 | 4 | 1 | 6 | 4 |
% Profitable | 58.00 | 42.00 | 80.00 | 50.00 | 66.00 |
Profit/Loss Per Trade % | 1.23 | -2.09 | 6.07 | 0.27 | 0.33 |
Profit Per Trade % | 8.20 | 7.73 | 8.55 | 9.11 | 5.88 |
Loss Per Trade % | 7.71 | 8.85 | 3.30 | 7.42 | 9.44 |
Days In Trade | 869 | 581 | 288 | 869 | 869 |
Days In Trade (Avg. Per Trade) | 72.42 | 83.00 | 57.60 | 72.42 | 72.42 |
% Days In Trade | 57.25 | 38.27 | 18.97 | 57.25 | 57.25 |