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 |
FCN | FTI Consulting Inc | Industrials | Consulting Services | 7617 | 213.74 | 230175 |
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: | 106278.43 |
Total net P/L: | 6278.43 | Total ROI: | 6.28 % |
CAGR: | 9.62 % | Max. DD: | 40.23 % |
System Score: | 0.000 | Sharpe Ratio: | 0.382 |
Start Date: | 2020-01-02 | End Date: | 2020-08-31 |
Total days: | 242 | ||
Commissions: | 101.75 | Comm.% P/L | 1.59 % |
Total Transactions: | 32 | Log. Linearity: | 0.932 % |
Total | Long | Short | SPGI | FCN | |
---|---|---|---|---|---|
Total Profit/Loss | 6380.18 | 15848.69 | -9468.51 | 617.68 | 5762.50 |
Total Profit | 33127.80 | 15848.69 | 17279.11 | 21326.10 | 21673.99 |
Total Loss | 26747.62 | 0.00 | 26747.62 | 20708.42 | 15911.49 |
Profit Factor | 1.24 | 0.00 | 0.65 | 1.03 | 1.36 |
Trades | 8 | 3 | 5 | 8 | 8 |
Winning Trades | 7 | 3 | 4 | 5 | 5 |
Losing Trades | 1 | 0 | 1 | 3 | 3 |
% Profitable | 87.00 | 100.00 | 80.00 | 62.00 | 62.00 |
Profit/Loss Per Trade % | 0.78 | 4.82 | -1.57 | 0.13 | 0.78 |
Profit Per Trade % | 4.40 | 4.82 | 4.10 | 4.01 | 4.08 |
Loss Per Trade % | 21.33 | 0.00 | 21.33 | 5.88 | 4.31 |
Days In Trade | 123 | 51 | 72 | 123 | 123 |
Days In Trade (Avg. Per Trade) | 15.38 | 17.00 | 14.40 | 15.38 | 15.38 |
% Days In Trade | 50.83 | 21.07 | 29.75 | 50.83 | 50.83 |