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 |
AVAV | AeroVironment Inc | Industrials | Aerospace & Defense | 4454 | 158.3 | 281869 |
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: | 5193.47 |
Total net P/L: | -4806.53 | Total ROI: | -48.07 % |
CAGR: | -15.73 % | Max. DD: | 61.75 % |
System Score: | -0.082 | Sharpe Ratio: | -0.554 |
Start Date: | 2017-01-02 | End Date: | 2020-10-30 |
Total days: | 1397 | ||
Commissions: | 271.70 | Comm.% P/L | 5.99 % |
Total Transactions: | 212 | Log. Linearity: | 17.364 % |
Total | Long | Short | AJRD | AVAV | |
---|---|---|---|---|---|
Total Profit/Loss | -4534.83 | -8763.71 | 4228.88 | -5574.65 | 1039.82 |
Total Profit | 17622.27 | 6530.23 | 11092.04 | 10573.30 | 16906.20 |
Total Loss | 22157.10 | 15293.94 | 6863.16 | 16147.95 | 15866.38 |
Profit Factor | 0.80 | 0.43 | 1.62 | 0.65 | 1.07 |
Trades | 53 | 23 | 30 | 53 | 53 |
Winning Trades | 33 | 11 | 22 | 26 | 30 |
Losing Trades | 20 | 12 | 8 | 27 | 23 |
% Profitable | 62.00 | 47.00 | 73.00 | 49.00 | 56.00 |
Profit/Loss Per Trade % | -1.17 | -4.13 | 1.15 | -1.30 | 0.02 |
Profit Per Trade % | 5.76 | 6.40 | 5.43 | 4.39 | 5.98 |
Loss Per Trade % | 11.12 | 12.28 | 9.41 | 6.20 | 6.82 |
Days In Trade | 759 | 370 | 389 | 759 | 759 |
Days In Trade (Avg. Per Trade) | 14.32 | 16.09 | 12.97 | 14.32 | 14.32 |
% Days In Trade | 54.33 | 26.49 | 27.85 | 54.33 | 54.33 |