Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SPGI | S&P Global Inc | Financial Services | Financial Data & Stock Exchanges | 131706 | 0.0088 | 413.28 | 1260729 |
KE | Kimball Electronics | Industrials | Electrical Equipment & Parts | 524 | 20.96 | 97598 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 30 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
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: | 100000.00 | Final Equity: | 135157.73 |
Total net P/L: | 35157.73 | Total ROI: | 35.16 % |
CAGR: | 57.52 % | Max. DD: | 25.23 % |
System Score: | 21.170 | Sharpe Ratio: | 1.159 |
Start Date: | 2020-01-02 | End Date: | 2020-08-31 |
Total days: | 242 | ||
Commissions: | 620.34 | Comm.% P/L | 1.73 % |
Total Transactions: | 32 | Log. Linearity: | 71.663 % |
Total | Long | Short | SPGI | KE | |
---|---|---|---|---|---|
Total Profit/Loss | 35778.07 | 49050.45 | -13272.38 | 9442.55 | 26335.52 |
Total Profit | 62198.07 | 49050.45 | 13147.62 | 31606.31 | 57252.76 |
Total Loss | 26420.00 | 0.00 | 26420.00 | 22163.76 | 30917.24 |
Profit Factor | 2.35 | 0.00 | 0.50 | 1.43 | 1.85 |
Trades | 8 | 4 | 4 | 8 | 8 |
Winning Trades | 5 | 4 | 1 | 5 | 6 |
Losing Trades | 3 | 0 | 3 | 3 | 2 |
% Profitable | 62.00 | 100.00 | 25.00 | 62.00 | 75.00 |
Profit/Loss Per Trade % | 3.91 | 12.34 | -3.88 | 1.52 | 1.69 |
Profit Per Trade % | 12.43 | 12.34 | 12.81 | 6.62 | 9.21 |
Loss Per Trade % | 8.74 | 0.00 | 8.74 | 6.40 | 16.75 |
Days In Trade | 137 | 41 | 96 | 137 | 137 |
Days In Trade (Avg. Per Trade) | 17.12 | 10.25 | 24.00 | 17.12 | 17.12 |
% Days In Trade | 56.61 | 16.94 | 39.67 | 56.61 | 56.61 |