Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
HEI | Heico Corporation | Industrials | Aerospace & Defense | 25013 | 0.001 | 206.82 | 351795 |
KTOS | Kratos Defense & Security Solutions | Industrials | Aerospace & Defense | 2675 | 17.28 | 1145815 |
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: | 11728.69 |
Total net P/L: | 1728.69 | Total ROI: | 17.29 % |
CAGR: | 37.68 % | Max. DD: | 16.32 % |
System Score: | 0.186 | Sharpe Ratio: | 0.887 |
Start Date: | 2020-05-01 | End Date: | 2020-10-30 |
Total days: | 182 | ||
Commissions: | 59.72 | Comm.% P/L | 3.34 % |
Total Transactions: | 32 | Log. Linearity: | 17.031 % |
Total | Long | Short | HEI | KTOS | |
---|---|---|---|---|---|
Total Profit/Loss | 1788.41 | 1899.05 | -110.64 | 1552.23 | 236.18 |
Total Profit | 2383.34 | 2104.69 | 278.65 | 2567.83 | 2842.82 |
Total Loss | 594.93 | 205.64 | 389.29 | 1015.60 | 2606.64 |
Profit Factor | 4.01 | 10.23 | 0.72 | 2.53 | 1.09 |
Trades | 8 | 5 | 3 | 8 | 8 |
Winning Trades | 5 | 4 | 1 | 4 | 5 |
Losing Trades | 3 | 1 | 2 | 4 | 3 |
% Profitable | 62.00 | 80.00 | 33.00 | 50.00 | 62.00 |
Profit/Loss Per Trade % | 2.08 | 3.56 | -0.33 | 1.72 | -0.10 |
Profit Per Trade % | 4.57 | 5.01 | 2.82 | 6.08 | 5.40 |
Loss Per Trade % | 1.90 | 2.03 | 1.84 | 2.43 | 8.16 |
Days In Trade | 74 | 39 | 35 | 74 | 74 |
Days In Trade (Avg. Per Trade) | 9.25 | 7.80 | 11.67 | 9.25 | 9.25 |
% Days In Trade | 40.66 | 21.43 | 19.23 | 40.66 | 40.66 |