Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MANU | Manchester United Ltd | Communication Services | Entertainment | 2609 | 15.42 | 1275547 | |
LVS | Las Vegas Sands Corp | Consumer Cyclical | Resorts & Casinos | 34689 | 0.0172 | 46.56 | 4779941 |
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: | 24321.09 |
Total net P/L: | 14321.09 | Total ROI: | 143.21 % |
CAGR: | 68.32 % | Max. DD: | 13.71 % |
System Score: | 31.032 | Sharpe Ratio: | 2.636 |
Start Date: | 2019-01-02 | End Date: | 2020-09-16 |
Total days: | 623 | ||
Commissions: | 269.24 | Comm.% P/L | 1.85 % |
Total Transactions: | 100 | Log. Linearity: | 76.869 % |
Total | Long | Short | MANU | LVS | |
---|---|---|---|---|---|
Total Profit/Loss | 14590.33 | 7097.35 | 7492.98 | 7501.96 | 7088.37 |
Total Profit | 17296.21 | 8191.86 | 9104.35 | 10127.64 | 14380.72 |
Total Loss | 2705.88 | 1094.51 | 1611.37 | 2625.68 | 7292.35 |
Profit Factor | 6.39 | 7.48 | 5.65 | 3.86 | 1.97 |
Trades | 25 | 13 | 12 | 25 | 25 |
Winning Trades | 20 | 11 | 9 | 16 | 17 |
Losing Trades | 5 | 2 | 3 | 9 | 8 |
% Profitable | 80.00 | 84.00 | 75.00 | 64.00 | 68.00 |
Profit/Loss Per Trade % | 3.70 | 3.09 | 4.36 | 2.14 | 1.23 |
Profit Per Trade % | 6.04 | 4.66 | 7.74 | 4.59 | 6.09 |
Loss Per Trade % | 4.99 | 5.02 | 4.97 | 2.04 | 7.91 |
Days In Trade | 289 | 162 | 127 | 289 | 289 |
Days In Trade (Avg. Per Trade) | 11.56 | 12.46 | 10.58 | 11.56 | 11.56 |
% Days In Trade | 46.39 | 26.00 | 20.39 | 46.39 | 46.39 |