Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CRNT | Ceragon Networks Ltd | Technology | Communication Equipment | 239 | 2.71 | 416452 | |
CCJ | Cameco Corp | Energy | Uranium | 21172 | 0.0018 | 48.76 | 4890948 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
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: | 25961.74 |
Total net P/L: | 15961.74 | Total ROI: | 159.62 % |
CAGR: | 18.34 % | Max. DD: | 72.49 % |
System Score: | 0.001 | Sharpe Ratio: | 1.357 |
Start Date: | 2015-01-02 | End Date: | 2020-08-31 |
Total days: | 2068 | ||
Commissions: | 7526.62 | Comm.% P/L | 32.04 % |
Total Transactions: | 320 | Log. Linearity: | 3.659 % |
Total | Long | Short | CRNT | CCJ | |
---|---|---|---|---|---|
Total Profit/Loss | 23488.36 | 29176.13 | -5687.77 | 15731.09 | 7757.27 |
Total Profit | 65988.14 | 35202.46 | 30785.68 | 56406.17 | 33972.88 |
Total Loss | 42499.78 | 6026.33 | 36473.45 | 40675.08 | 26215.61 |
Profit Factor | 1.55 | 5.84 | 0.84 | 1.39 | 1.30 |
Trades | 80 | 36 | 44 | 80 | 80 |
Winning Trades | 53 | 27 | 26 | 54 | 42 |
Losing Trades | 27 | 9 | 18 | 26 | 38 |
% Profitable | 66.00 | 75.00 | 59.00 | 67.00 | 52.00 |
Profit/Loss Per Trade % | 1.82 | 4.65 | -0.43 | 1.10 | 0.55 |
Profit Per Trade % | 8.44 | 8.09 | 8.81 | 7.04 | 5.18 |
Loss Per Trade % | 8.95 | 4.87 | 11.05 | 9.20 | 4.18 |
Days In Trade | 1041 | 424 | 617 | 1041 | 1041 |
Days In Trade (Avg. Per Trade) | 13.01 | 11.78 | 14.02 | 13.01 | 13.01 |
% Days In Trade | 50.34 | 20.50 | 29.84 | 50.34 | 50.34 |