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 | 136708 | 0.0086 | 425.45 | 1245123 |
RGP | Resources Connection Inc | Industrials | Consulting Services | 441 | 0.0429 | 13.16 | 270315 |
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: | 112504.15 |
Total net P/L: | 12504.15 | Total ROI: | 12.50 % |
CAGR: | 19.45 % | Max. DD: | 17.10 % |
System Score: | 2.126 | Sharpe Ratio: | 0.529 |
Start Date: | 2020-01-02 | End Date: | 2020-08-31 |
Total days: | 242 | ||
Commissions: | 696.65 | Comm.% P/L | 5.28 % |
Total Transactions: | 32 | Log. Linearity: | 47.815 % |
Total | Long | Short | SPGI | RGP | |
---|---|---|---|---|---|
Total Profit/Loss | 13200.80 | 10785.98 | 2414.81 | 679.37 | 12521.42 |
Total Profit | 34279.10 | 10785.98 | 23493.12 | 32847.91 | 41852.00 |
Total Loss | 21078.31 | 0.00 | 21078.31 | 32168.54 | 29330.58 |
Profit Factor | 1.63 | 0.00 | 1.11 | 1.02 | 1.43 |
Trades | 8 | 2 | 6 | 8 | 8 |
Winning Trades | 6 | 2 | 4 | 3 | 5 |
Losing Trades | 2 | 0 | 2 | 5 | 3 |
% Profitable | 75.00 | 100.00 | 66.00 | 37.00 | 62.00 |
Profit/Loss Per Trade % | 1.57 | 5.30 | 0.36 | -0.22 | 0.88 |
Profit Per Trade % | 5.97 | 5.30 | 6.31 | 11.64 | 8.44 |
Loss Per Trade % | 10.54 | 0.00 | 10.54 | 6.26 | 10.21 |
Days In Trade | 144 | 31 | 113 | 144 | 144 |
Days In Trade (Avg. Per Trade) | 18.00 | 15.50 | 18.83 | 18.00 | 18.00 |
% Days In Trade | 59.50 | 12.81 | 46.69 | 59.50 | 59.50 |