Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ITW | Illinois Tool Works Inc | Industrials | Specialty Industrial Machinery | 73824 | 0.0226 | 249.73 | 1134062 |
IEX | IDEX Corporation | Industrials | Specialty Industrial Machinery | 16860 | 0.0124 | 222.74 | 457724 |
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: | 11120.32 |
Total net P/L: | 1120.32 | Total ROI: | 11.20 % |
CAGR: | 15.38 % | Max. DD: | 15.27 % |
System Score: | 4.178 | Sharpe Ratio: | 0.620 |
Start Date: | 2020-01-02 | End Date: | 2020-09-29 |
Total days: | 271 | ||
Commissions: | 36.00 | Comm.% P/L | 3.11 % |
Total Transactions: | 36 | Log. Linearity: | 64.773 % |
Total | Long | Short | ITW | IEX | |
---|---|---|---|---|---|
Total Profit/Loss | 1156.32 | 1077.01 | 79.31 | 2082.64 | -926.32 |
Total Profit | 1708.91 | 1341.04 | 367.87 | 3956.51 | 1481.12 |
Total Loss | 552.59 | 264.03 | 288.56 | 1873.87 | 2407.44 |
Profit Factor | 3.09 | 5.08 | 1.27 | 2.11 | 0.62 |
Trades | 9 | 5 | 4 | 9 | 9 |
Winning Trades | 4 | 2 | 2 | 5 | 6 |
Losing Trades | 5 | 3 | 2 | 4 | 3 |
% Profitable | 44.00 | 40.00 | 50.00 | 55.00 | 66.00 |
Profit/Loss Per Trade % | 1.23 | 2.10 | 0.14 | 2.11 | -1.43 |
Profit Per Trade % | 4.16 | 6.65 | 1.74 | 7.74 | 2.33 |
Loss Per Trade % | 1.06 | 0.82 | 1.42 | 4.49 | 7.96 |
Days In Trade | 138 | 66 | 72 | 138 | 138 |
Days In Trade (Avg. Per Trade) | 15.33 | 13.20 | 18.00 | 15.33 | 15.33 |
% Days In Trade | 50.92 | 24.35 | 26.57 | 50.92 | 50.92 |