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 | 133525 | 0.0087 | 413.26 | 1248146 |
TUFN | Tufin Software Technologies Ltd | Technology | Software-Infrastructure | 503 | 0 | 12.94 | 611833 |
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: | 150690.98 |
Total net P/L: | 50690.98 | Total ROI: | 50.69 % |
CAGR: | 85.61 % | Max. DD: | 33.49 % |
System Score: | 10.003 | Sharpe Ratio: | 1.262 |
Start Date: | 2020-01-02 | End Date: | 2020-08-31 |
Total days: | 242 | ||
Commissions: | 835.10 | Comm.% P/L | 1.62 % |
Total Transactions: | 32 | Log. Linearity: | 48.888 % |
Total | Long | Short | SPGI | TUFN | |
---|---|---|---|---|---|
Total Profit/Loss | 51526.08 | 54125.45 | -2599.37 | 18690.40 | 32835.68 |
Total Profit | 79735.47 | 54125.45 | 25610.02 | 44641.54 | 88099.24 |
Total Loss | 28209.39 | 0.00 | 28209.39 | 25951.14 | 55263.56 |
Profit Factor | 2.83 | 0.00 | 0.91 | 1.72 | 1.59 |
Trades | 8 | 4 | 4 | 8 | 8 |
Winning Trades | 6 | 4 | 2 | 4 | 7 |
Losing Trades | 2 | 0 | 2 | 4 | 1 |
% Profitable | 75.00 | 100.00 | 50.00 | 50.00 | 87.00 |
Profit/Loss Per Trade % | 5.35 | 11.71 | -0.64 | 1.34 | 1.45 |
Profit Per Trade % | 12.00 | 11.71 | 12.58 | 9.07 | 11.37 |
Loss Per Trade % | 11.47 | 0.00 | 11.47 | 5.72 | 47.19 |
Days In Trade | 123 | 24 | 99 | 123 | 123 |
Days In Trade (Avg. Per Trade) | 15.38 | 6.00 | 24.75 | 15.38 | 15.38 |
% Days In Trade | 50.83 | 9.92 | 40.91 | 50.83 | 50.83 |