Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MSEX | Middlesex Water Company | Utilities | Utilities - Regulated Water | 817 | 0.0284 | 45.89 | 111907 |
CWCO | Consolidated Water Co Ltd | Utilities | Utilities - Regulated Water | 381 | 0.0154 | 23.88 | 154161 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | 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: | 5000.00 | Final Equity: | 8831.66 |
Total net P/L: | 3831.66 | Total ROI: | 76.63 % |
CAGR: | 114.56 % | Max. DD: | 9.17 % |
System Score: | 64.829 | Sharpe Ratio: | 2.457 |
Start Date: | 2020-01-02 | End Date: | 2020-09-30 |
Total days: | 272 | ||
Commissions: | 102.36 | Comm.% P/L | 2.60 % |
Total Transactions: | 56 | Log. Linearity: | 82.714 % |
Total | Long | Short | MSEX | CWCO | |
---|---|---|---|---|---|
Total Profit/Loss | 3934.02 | 1800.33 | 2133.69 | -392.91 | 4326.93 |
Total Profit | 4528.33 | 1800.33 | 2728.00 | 2425.01 | 5665.99 |
Total Loss | 594.31 | 0.00 | 594.31 | 2817.92 | 1339.06 |
Profit Factor | 7.62 | 0.00 | 4.59 | 0.86 | 4.23 |
Trades | 14 | 4 | 10 | 14 | 14 |
Winning Trades | 11 | 4 | 7 | 7 | 8 |
Losing Trades | 3 | 0 | 3 | 7 | 6 |
% Profitable | 78.00 | 100.00 | 70.00 | 50.00 | 57.00 |
Profit/Loss Per Trade % | 4.25 | 7.06 | 3.15 | -0.89 | 4.33 |
Profit Per Trade % | 6.08 | 7.06 | 5.52 | 4.95 | 10.30 |
Loss Per Trade % | 2.14 | 0.00 | 2.14 | 5.81 | 3.03 |
Days In Trade | 101 | 19 | 82 | 101 | 101 |
Days In Trade (Avg. Per Trade) | 7.21 | 4.75 | 8.20 | 7.21 | 7.21 |
% Days In Trade | 37.13 | 6.99 | 30.15 | 37.13 | 37.13 |