Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ITW | Illinois Tool Works Inc | Industrials | Specialty Industrial Machinery | 74674 | 0.0224 | 250.64 | 1126786 |
IEX | IDEX Corporation | Industrials | Specialty Industrial Machinery | 17580 | 0.011 | 232.27 | 464331 |
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: | 10087.49 |
Total net P/L: | 87.49 | Total ROI: | 0.87 % |
CAGR: | 0.89 % | Max. DD: | 13.43 % |
System Score: | 0.000 | Sharpe Ratio: | 0.133 |
Start Date: | 2019-01-02 | End Date: | 2019-12-27 |
Total days: | 359 | ||
Commissions: | 48.00 | Comm.% P/L | 35.43 % |
Total Transactions: | 48 | Log. Linearity: | 1.243 % |
Total | Long | Short | ITW | IEX | |
---|---|---|---|---|---|
Total Profit/Loss | 135.49 | -114.88 | 250.37 | 1138.23 | -1002.74 |
Total Profit | 1977.58 | 319.70 | 1657.88 | 3058.92 | 1425.15 |
Total Loss | 1842.09 | 434.58 | 1407.51 | 1920.69 | 2427.89 |
Profit Factor | 1.07 | 0.74 | 1.18 | 1.59 | 0.59 |
Trades | 12 | 6 | 6 | 12 | 12 |
Winning Trades | 8 | 3 | 5 | 10 | 5 |
Losing Trades | 4 | 3 | 1 | 2 | 7 |
% Profitable | 66.00 | 50.00 | 83.00 | 83.00 | 41.00 |
Profit/Loss Per Trade % | 0.11 | -0.20 | 0.42 | 0.84 | -0.84 |
Profit Per Trade % | 2.32 | 0.97 | 3.15 | 2.86 | 2.68 |
Loss Per Trade % | 3.95 | 1.36 | 12.14 | 8.35 | 3.24 |
Days In Trade | 164 | 109 | 55 | 164 | 164 |
Days In Trade (Avg. Per Trade) | 13.67 | 18.17 | 9.17 | 13.67 | 13.67 |
% Days In Trade | 45.68 | 30.36 | 15.32 | 45.68 | 45.68 |