Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
KTOS | Kratos Defense & Security Solutions | Industrials | Aerospace & Defense | 2640 | 17.61 | 1136506 | |
AVAV | AeroVironment Inc | Industrials | Aerospace & Defense | 4128 | 146.7 | 278336 |
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: | 8909.85 |
Total net P/L: | -1090.15 | Total ROI: | -10.90 % |
CAGR: | -2.97 % | Max. DD: | 46.10 % |
System Score: | -0.002 | Sharpe Ratio: | 0.217 |
Start Date: | 2017-01-02 | End Date: | 2020-10-30 |
Total days: | 1397 | ||
Commissions: | 499.96 | Comm.% P/L | 84.71 % |
Total Transactions: | 220 | Log. Linearity: | 8.936 % |
Total | Long | Short | KTOS | AVAV | |
---|---|---|---|---|---|
Total Profit/Loss | -590.19 | 2393.73 | -2983.92 | 2799.83 | -3390.02 |
Total Profit | 19775.14 | 11177.53 | 8597.61 | 20589.02 | 13401.61 |
Total Loss | 20365.33 | 8783.80 | 11581.53 | 17789.19 | 16791.63 |
Profit Factor | 0.97 | 1.27 | 0.74 | 1.16 | 0.80 |
Trades | 55 | 29 | 26 | 55 | 55 |
Winning Trades | 35 | 18 | 17 | 35 | 23 |
Losing Trades | 20 | 11 | 9 | 20 | 32 |
% Profitable | 63.00 | 62.00 | 65.00 | 63.00 | 41.00 |
Profit/Loss Per Trade % | -0.11 | 1.05 | -1.39 | 0.42 | -0.75 |
Profit Per Trade % | 6.12 | 6.95 | 5.25 | 6.37 | 6.21 |
Loss Per Trade % | 9.58 | 7.61 | 12.03 | 8.81 | 5.21 |
Days In Trade | 735 | 377 | 358 | 735 | 735 |
Days In Trade (Avg. Per Trade) | 13.36 | 13.00 | 13.77 | 13.36 | 13.36 |
% Days In Trade | 52.61 | 26.99 | 25.63 | 52.61 | 52.61 |