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 |
CLXT | Calyxt Inc | Consumer Cyclical | Specialty Retailers | 31 | 0 | 19.51 | 102444 |
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: | 141412.45 |
Total net P/L: | 41412.45 | Total ROI: | 41.41 % |
CAGR: | 68.65 % | Max. DD: | 57.48 % |
System Score: | 2.587 | Sharpe Ratio: | 0.849 |
Start Date: | 2020-01-02 | End Date: | 2020-08-31 |
Total days: | 242 | ||
Commissions: | 2105.87 | Comm.% P/L | 4.84 % |
Total Transactions: | 32 | Log. Linearity: | 33.529 % |
Total | Long | Short | SPGI | CLXT | |
---|---|---|---|---|---|
Total Profit/Loss | 43518.32 | 52485.15 | -8966.83 | 4106.66 | 39411.66 |
Total Profit | 70578.97 | 55634.83 | 14944.14 | 28217.78 | 73559.33 |
Total Loss | 27060.65 | 3149.68 | 23910.97 | 24111.12 | 34147.67 |
Profit Factor | 2.61 | 17.66 | 0.62 | 1.17 | 2.15 |
Trades | 8 | 4 | 4 | 8 | 8 |
Winning Trades | 4 | 3 | 1 | 4 | 5 |
Losing Trades | 4 | 1 | 3 | 4 | 3 |
% Profitable | 50.00 | 75.00 | 25.00 | 50.00 | 62.00 |
Profit/Loss Per Trade % | 4.64 | 11.89 | -2.15 | 0.51 | 3.75 |
Profit Per Trade % | 15.37 | 16.97 | 10.72 | 5.61 | 12.35 |
Loss Per Trade % | 4.94 | 2.05 | 5.92 | 4.31 | 8.77 |
Days In Trade | 129 | 48 | 81 | 129 | 129 |
Days In Trade (Avg. Per Trade) | 16.12 | 12.00 | 20.25 | 16.12 | 16.12 |
% Days In Trade | 53.31 | 19.83 | 33.47 | 53.31 | 53.31 |