Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AJRD | Aerojet Rocketdyne Holdings Inc | Industrials | Aerospace & Defense | 4683 | 0 | 57.99 | 1032266 |
KTOS | Kratos Defense & Security Solutions | Industrials | Aerospace & Defense | 2675 | 17.77 | 1143344 |
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: | 8441.36 |
Total net P/L: | -1558.64 | Total ROI: | -15.59 % |
CAGR: | -4.33 % | Max. DD: | 63.03 % |
System Score: | -0.000 | Sharpe Ratio: | 0.198 |
Start Date: | 2017-01-02 | End Date: | 2020-10-30 |
Total days: | 1397 | ||
Commissions: | 414.26 | Comm.% P/L | 36.20 % |
Total Transactions: | 240 | Log. Linearity: | 0.663 % |
Total | Long | Short | AJRD | KTOS | |
---|---|---|---|---|---|
Total Profit/Loss | -1144.38 | 126.00 | -1270.38 | -2572.69 | 1428.31 |
Total Profit | 13895.65 | 7920.37 | 5975.28 | 8999.14 | 12632.57 |
Total Loss | 15040.03 | 7794.37 | 7245.66 | 11571.83 | 11204.26 |
Profit Factor | 0.92 | 1.02 | 0.82 | 0.78 | 1.13 |
Trades | 60 | 35 | 25 | 60 | 60 |
Winning Trades | 39 | 23 | 16 | 32 | 35 |
Losing Trades | 21 | 12 | 9 | 28 | 25 |
% Profitable | 65.00 | 65.00 | 64.00 | 53.00 | 58.00 |
Profit/Loss Per Trade % | -0.17 | 0.44 | -1.02 | -0.87 | 0.50 |
Profit Per Trade % | 6.20 | 6.20 | 6.21 | 4.63 | 6.09 |
Loss Per Trade % | 10.57 | 9.35 | 12.21 | 6.33 | 6.45 |
Days In Trade | 699 | 376 | 323 | 699 | 699 |
Days In Trade (Avg. Per Trade) | 11.65 | 10.74 | 12.92 | 11.65 | 11.65 |
% Days In Trade | 50.04 | 26.91 | 23.12 | 50.04 | 50.04 |