Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CBRL | Cracker Barrel Old Country Store | Consumer Cyclical | Restaurants | 1622 | 0.0717 | 72.73 | 568714 |
DENN | Denny’s Corp | Consumer Cyclical | Restaurants | 473 | 8.96 | 558473 |
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: | 37395.54 |
Total net P/L: | 17395.54 | Total ROI: | 86.98 % |
CAGR: | 16.24 % | Max. DD: | 13.45 % |
System Score: | 14.757 | Sharpe Ratio: | 1.796 |
Start Date: | 2014-01-02 | End Date: | 2018-02-28 |
Total days: | 1518 | ||
Commissions: | 460.86 | Comm.% P/L | 2.58 % |
Total Transactions: | 60 | Log. Linearity: | 96.861 % |
Total | Long | Short | CBRL | DENN | |
---|---|---|---|---|---|
Total Profit/Loss | 17856.40 | 5767.42 | 12088.98 | 21296.60 | -3440.20 |
Total Profit | 23565.25 | 11298.25 | 12267.01 | 30078.15 | 14465.82 |
Total Loss | 5708.85 | 5530.83 | 178.02 | 8781.55 | 17906.02 |
Profit Factor | 4.13 | 2.04 | 68.91 | 3.43 | 0.81 |
Trades | 15 | 8 | 7 | 15 | 15 |
Winning Trades | 12 | 6 | 6 | 12 | 9 |
Losing Trades | 3 | 2 | 1 | 3 | 6 |
% Profitable | 80.00 | 75.00 | 85.00 | 80.00 | 60.00 |
Profit/Loss Per Trade % | 4.37 | 2.83 | 6.16 | 5.10 | -1.59 |
Profit Per Trade % | 7.16 | 6.99 | 7.33 | 8.83 | 5.46 |
Loss Per Trade % | 5.93 | 8.71 | 0.57 | 8.30 | 10.44 |
Days In Trade | 719 | 407 | 312 | 719 | 719 |
Days In Trade (Avg. Per Trade) | 47.93 | 50.88 | 44.57 | 47.93 | 47.93 |
% Days In Trade | 47.36 | 26.81 | 20.55 | 47.36 | 47.36 |