Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ECC | Eagle Point Credit Company Inc. | Financial Services | Asset Management | 846 | 0.1694 | 9.96 | 621546 |
CME | CME Group Inc | Financial Services | Financial Data & Stock Exchanges | 74338 | 0.0417 | 208.42 | 1599285 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | 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: | 10000.00 | Final Equity: | 9065.19 |
Total net P/L: | -934.81 | Total ROI: | -9.35 % |
CAGR: | -5.73 % | Max. DD: | 49.03 % |
System Score: | -0.442 | Sharpe Ratio: | 0.176 |
Start Date: | 2019-01-02 | End Date: | 2020-08-31 |
Total days: | 607 | ||
Commissions: | 170.33 | Comm.% P/L | 22.28 % |
Total Transactions: | 72 | Log. Linearity: | 42.566 % |
Total | Long | Short | ECC | CME | |
---|---|---|---|---|---|
Total Profit/Loss | -764.48 | -555.15 | -209.33 | -2487.55 | 1723.07 |
Total Profit | 3197.97 | 2270.64 | 927.33 | 3865.10 | 4372.85 |
Total Loss | 3962.45 | 2825.79 | 1136.66 | 6352.65 | 2649.78 |
Profit Factor | 0.81 | 0.80 | 0.82 | 0.61 | 1.65 |
Trades | 18 | 11 | 7 | 18 | 18 |
Winning Trades | 10 | 5 | 5 | 8 | 13 |
Losing Trades | 8 | 6 | 2 | 10 | 5 |
% Profitable | 55.00 | 45.00 | 71.00 | 44.00 | 72.00 |
Profit/Loss Per Trade % | -0.43 | -0.64 | -0.09 | -1.84 | 0.65 |
Profit Per Trade % | 4.00 | 5.72 | 2.31 | 6.10 | 3.96 |
Loss Per Trade % | 5.60 | 5.53 | 5.82 | 7.17 | 6.44 |
Days In Trade | 301 | 174 | 127 | 301 | 301 |
Days In Trade (Avg. Per Trade) | 16.72 | 15.82 | 18.14 | 16.72 | 16.72 |
% Days In Trade | 49.59 | 28.67 | 20.92 | 49.59 | 49.59 |