| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| ITW | Illinois Tool Works Inc | Industrials | Specialty Industrial Machinery | 71636 | 0.0237 | 245.75 | 1071408 |
| IEX | IDEX Corporation | Industrials | Specialty Industrial Machinery | 12644 | 0.0166 | 167.95 | 675222 |
| 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 |