Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
FOX | Fox Corp Class B | Communication Services | Entertainment | 14493 | 0.0177 | 29.31 | 1297643 |
FOXA | Fox Corp Class A | Communication Services | Entertainment | 14465 | 0.0164 | 31.71 | 3673437 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 10.0 | Margin Req. 2: | 10.0 | High Leverage | |
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.10 / 0.10 |
Initial Capital: | 10000.00 | Final Equity: | 8311.95 |
Total net P/L: | -1688.05 | Total ROI: | -16.88 % |
CAGR: | -10.81 % | Max. DD: | 29.20 % |
System Score: | -2.620 | Sharpe Ratio: | -0.560 |
Start Date: | 2019-05-21 | End Date: | 2020-12-31 |
Total days: | 590 | ||
Commissions: | 243.98 | Comm.% P/L | 16.90 % |
Total Transactions: | 32 | Log. Linearity: | 62.353 % |
Total | Long | Short | FOX | FOXA | |
---|---|---|---|---|---|
Total Profit/Loss | -1444.07 | -595.75 | -848.32 | -524.29 | -919.77 |
Total Profit | 499.82 | 312.08 | 187.74 | 12576.66 | 12481.29 |
Total Loss | 1943.88 | 907.83 | 1036.06 | 13100.95 | 13401.06 |
Profit Factor | 0.26 | 0.34 | 0.18 | 0.96 | 0.93 |
Trades | 8 | 4 | 4 | 8 | 8 |
Winning Trades | 2 | 1 | 1 | 4 | 4 |
Losing Trades | 6 | 3 | 3 | 4 | 4 |
% Profitable | 25.00 | 25.00 | 25.00 | 50.00 | 50.00 |
Profit/Loss Per Trade % | -1.95 | -1.66 | -2.24 | 0.00 | -15.58 |
Profit Per Trade % | 2.83 | 3.68 | 1.99 | 32.23 | 29.68 |
Loss Per Trade % | 3.46 | 3.32 | 3.59 | 31.56 | 35.02 |
Days In Trade | 134 | 62 | 72 | 134 | 134 |
Days In Trade (Avg. Per Trade) | 16.75 | 15.50 | 18.00 | 16.75 | 16.75 |
% Days In Trade | 22.71 | 10.51 | 12.20 | 22.71 | 22.71 |