Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
A | Agilent Technologies Inc | Healthcare | Diagnostics & Research | 34480 | 0.0084 | 121.38 | 1917050 |
ABC | AmerisourceBergen | Healthcare | Medical Distribution | 36150 | 0.0108 | 175.98 | 1429162 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | EMA | StdDev Period: | 20 |
RSI Period: | 20 | 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: | 10896.99 |
Total net P/L: | 896.99 | Total ROI: | 8.97 % |
CAGR: | 250.49 % | Max. DD: | 1.84 % |
System Score: | 118.456 | Sharpe Ratio: | 1.650 |
Start Date: | 2020-11-02 | End Date: | 2020-11-27 |
Total days: | 25 | ||
Commissions: | 12.00 | Comm.% P/L | 1.32 % |
Total Transactions: | 12 | Log. Linearity: | 77.909 % |
Total | ![]() |
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A | ABC | |
---|---|---|---|---|---|
Total Profit/Loss | 908.99 | 928.73 | -19.74 | 24.20 | 884.79 |
Total Profit | 928.73 | 928.73 | 0.00 | 371.68 | 884.79 |
Total Loss | 19.74 | 0.00 | 19.74 | 347.48 | 0.00 |
Profit Factor | 47.05 | 0.00 | 0.00 | 1.07 | 0.00 |
Trades | 3 | 2 | 1 | 3 | 3 |
Winning Trades | 2 | 2 | 0 | 1 | 3 |
Losing Trades | 1 | 0 | 1 | 2 | 0 |
% Profitable | 66.00 | 100.00 | 0.00 | 33.00 | 100.00 |
Profit/Loss Per Trade % | 2.94 | 4.54 | -0.18 | 0.14 | 2.78 |
Profit Per Trade % | 4.54 | 4.54 | 0.00 | 3.72 | 2.78 |
Loss Per Trade % | 0.18 | 0.00 | 0.18 | 1.59 | 0.00 |
Days In Trade | 16 | 9 | 7 | 16 | 16 |
Days In Trade (Avg. Per Trade) | 5.33 | 4.50 | 7.00 | 5.33 | 5.33 |
% Days In Trade | 64.00 | 36.00 | 28.00 | 64.00 | 64.00 |