Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MTW | Manitowoc Company Inc | Industrials | Farm & Heavy Construction Machinery | 502 | 14.14 | 282054 | |
TEX | Terex Corporation | Industrials | Farm & Heavy Construction Machinery | 4323 | 0.0102 | 64.4 | 802178 |
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: | 14077.59 |
Total net P/L: | 4077.59 | Total ROI: | 40.78 % |
CAGR: | 6.63 % | Max. DD: | 49.26 % |
System Score: | 0.000 | Sharpe Ratio: | 0.841 |
Start Date: | 2014-01-02 | End Date: | 2019-04-30 |
Total days: | 1944 | ||
Commissions: | 636.07 | Comm.% P/L | 13.49 % |
Total Transactions: | 300 | Log. Linearity: | 0.025 % |
Total | Long | Short | MTW | TEX | |
---|---|---|---|---|---|
Total Profit/Loss | 4713.66 | 4577.73 | 135.93 | 8976.47 | -4262.81 |
Total Profit | 23374.07 | 12860.89 | 10513.19 | 28861.91 | 16742.31 |
Total Loss | 18660.41 | 8283.16 | 10377.26 | 19885.44 | 21005.12 |
Profit Factor | 1.25 | 1.55 | 1.01 | 1.45 | 0.80 |
Trades | 75 | 38 | 37 | 75 | 75 |
Winning Trades | 51 | 25 | 26 | 46 | 39 |
Losing Trades | 24 | 13 | 11 | 29 | 36 |
% Profitable | 68.00 | 65.00 | 70.00 | 61.00 | 52.00 |
Profit/Loss Per Trade % | 0.54 | 1.02 | 0.05 | 1.00 | -0.76 |
Profit Per Trade % | 4.58 | 5.23 | 3.96 | 6.07 | 4.07 |
Loss Per Trade % | 7.03 | 6.25 | 7.96 | 6.11 | 5.46 |
Days In Trade | 976 | 495 | 481 | 976 | 976 |
Days In Trade (Avg. Per Trade) | 13.01 | 13.03 | 13.00 | 13.01 | 13.01 |
% Days In Trade | 50.21 | 25.46 | 24.74 | 50.21 | 50.21 |