Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CP | Canadian Pacific Railway Ltd | Industrials | Railroads | 78968 | 0.0066 | 84.68 | 2123176 |
NSC | Norfolk Southern Corporation | Industrials | Railroads | 54504 | 0.0224 | 241.28 | 1223556 |
Entry Threshold: | 2.70 | Exit Threshold: | 1.10 | ||
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: | 10271.24 |
Total net P/L: | 271.24 | Total ROI: | 2.71 % |
CAGR: | 0.53 % | Max. DD: | 26.53 % |
System Score: | 0.079 | Sharpe Ratio: | 0.232 |
Start Date: | 2014-01-02 | End Date: | 2019-01-31 |
Total days: | 1855 | ||
Commissions: | 192.00 | Comm.% P/L | 41.45 % |
Total Transactions: | 192 | Log. Linearity: | 52.979 % |
Total | Long | Short | CP | NSC | |
---|---|---|---|---|---|
Total Profit/Loss | 463.24 | -127.24 | 590.48 | -1297.26 | 1760.50 |
Total Profit | 5774.03 | 3645.78 | 2128.25 | 4865.19 | 4971.05 |
Total Loss | 5310.79 | 3773.02 | 1537.77 | 6162.45 | 3210.55 |
Profit Factor | 1.09 | 0.97 | 1.38 | 0.79 | 1.55 |
Trades | 48 | 28 | 20 | 48 | 48 |
Winning Trades | 30 | 17 | 13 | 27 | 31 |
Losing Trades | 18 | 11 | 7 | 21 | 17 |
% Profitable | 62.00 | 60.00 | 65.00 | 56.00 | 64.00 |
Profit/Loss Per Trade % | 0.10 | -0.06 | 0.31 | -0.29 | 0.37 |
Profit Per Trade % | 1.95 | 2.15 | 1.69 | 1.82 | 1.62 |
Loss Per Trade % | 2.83 | 3.25 | 2.17 | 2.89 | 1.83 |
Days In Trade | 289 | 171 | 118 | 289 | 289 |
Days In Trade (Avg. Per Trade) | 6.02 | 6.11 | 5.90 | 6.02 | 6.02 |
% Days In Trade | 15.58 | 9.22 | 6.36 | 15.58 | 15.58 |