Model: | Ratio |
Symbol | Title | Sector | Exchange | M.Cap.[M] | Beta | Float | Avg.Price | Avg.Volume | Last volume |
HEES | HE Equipment Services, Inc. | Services | NASDAQ | 1460 | 2.54 | 31.49 | 39.3 | 341463 | 417949 |
URI | United Rentals, Inc. | Services | NYSE | 15730 | 2.56 | 83.95 | 177.42 | 1440000 | 1090000 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
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: | 20000.00 | Final Equity: | 27221.94 |
Total net P/L: | 7221.94 | Total ROI: | 36.11 % |
CAGR: | 17.55 % | Max. DD: | 21.91 % |
System Score: | 0.730 | Sharpe Ratio: | 1.168 |
Start Date: | 2018-01-02 | End Date: | 2019-11-29 |
Total days: | 696 | ||
Commissions: | 265.74 | Comm.% P/L | 3.55 % |
Total Transactions: | 108 | Log. Linearity: | 34.645 % |
Total | ![]() |
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HEES | URI | |
---|---|---|---|---|---|
Total Profit/Loss | 7487.69 | 3026.64 | 4461.05 | 17403.38 | -9915.69 |
Total Profit | 17942.84 | 8697.71 | 9245.13 | 32479.99 | 17109.06 |
Total Loss | 10455.16 | 5671.07 | 4784.09 | 15076.61 | 27024.75 |
Profit Factor | 1.72 | 1.53 | 1.93 | 2.15 | 0.63 |
Trades | 27 | 13 | 14 | 27 | 27 |
Winning Trades | 20 | 10 | 10 | 13 | 8 |
Losing Trades | 7 | 3 | 4 | 14 | 19 |
% Profitable | 74.00 | 76.00 | 71.00 | 48.00 | 29.00 |
Profit/Loss Per Trade % | 1.19 | 0.92 | 1.44 | 2.33 | -1.85 |
Profit Per Trade % | 3.94 | 3.79 | 4.08 | 10.84 | 9.43 |
Loss Per Trade % | 6.13 | 7.88 | 4.84 | 4.66 | 5.97 |
Days In Trade | 346 | 155 | 191 | 346 | 346 |
Days In Trade (Avg. Per Trade) | 12.81 | 11.92 | 13.64 | 12.81 | 12.81 |
% Days In Trade | 49.71 | 22.27 | 27.44 | 49.71 | 49.71 |