Model: | Ratio |
Symbol | Title | Sector | Exchange | M.Cap.[M] | Beta | Float | Avg.Price | Avg.Volume | Last volume |
TRTN | Triton International Limited | NYSE | 2590 | 0 | 0 | 836569 | 826650 | ||
CMRE | Costamare Inc | Transportation | NYSE | 712 | 2.13 | 50.22 | 6.31 | 569461 | 615843 |
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: | 13480.32 |
Total net P/L: | -6519.68 | Total ROI: | -32.60 % |
CAGR: | -18.69 % | Max. DD: | 41.24 % |
System Score: | -1.931 | Sharpe Ratio: | -0.666 |
Start Date: | 2018-01-02 | End Date: | 2019-11-29 |
Total days: | 696 | ||
Commissions: | 847.18 | Comm.% P/L | 14.93 % |
Total Transactions: | 100 | Log. Linearity: | 46.924 % |
Total | ![]() |
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TRTN | CMRE | |
---|---|---|---|---|---|
Total Profit/Loss | -5672.50 | -4021.79 | -1650.71 | -9371.62 | 3699.12 |
Total Profit | 12248.77 | 6855.52 | 5393.25 | 8957.24 | 15694.88 |
Total Loss | 17921.27 | 10877.31 | 7043.96 | 18328.86 | 11995.76 |
Profit Factor | 0.68 | 0.63 | 0.77 | 0.49 | 1.31 |
Trades | 25 | 17 | 8 | 25 | 25 |
Winning Trades | 15 | 10 | 5 | 11 | 16 |
Losing Trades | 10 | 7 | 3 | 14 | 9 |
% Profitable | 60.00 | 58.00 | 62.00 | 44.00 | 64.00 |
Profit/Loss Per Trade % | -1.37 | -1.24 | -1.63 | -2.48 | 0.78 |
Profit Per Trade % | 4.88 | 4.16 | 6.34 | 4.45 | 6.09 |
Loss Per Trade % | 9.61 | 8.00 | 13.45 | 7.25 | 7.40 |
Days In Trade | 385 | 259 | 126 | 385 | 385 |
Days In Trade (Avg. Per Trade) | 15.40 | 15.24 | 15.75 | 15.40 | 15.40 |
% Days In Trade | 55.32 | 37.21 | 18.10 | 55.32 | 55.32 |