Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AMGN | Amgen Inc | Healthcare | Drug Manufacturers - General | 153434 | 0.0314 | 284.32 | 2676256 |
HUM | Humana Inc | Healthcare | Healthcare Plans | 41797 | 0.0102 | 346.72 | 1573641 |
Entry Threshold: | 2.70 | Exit Threshold: | 1.00 | DT Threshold: | 1.00 |
Max Duration: | 60 | Entry Mode: | Downtick | Reversals: | |
MA Period: | 63 | MA Type: | SMA | StdDev Period: | 63 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 11542.75 |
Total net P/L: | 1542.75 | Total ROI: | 15.43 % |
CAGR: | 1.40 % | Max. DD: | 18.10 % |
System Score: | 0.000 | Sharpe Ratio: | 0.833 |
Start Date: | 2010-01-04 | End Date: | 2020-04-30 |
Total days: | 3769 | ||
Commissions: | 108.00 | Comm.% P/L | 6.54 % |
Total Transactions: | 108 | Log. Linearity: | 3.228 % |
Total | Long | Short | AMGN | HUM | |
---|---|---|---|---|---|
Total Profit/Loss | 1650.75 | 330.81 | 1319.94 | -2162.69 | 3813.44 |
Total Profit | 4181.54 | 1898.15 | 2283.39 | 1769.61 | 6493.01 |
Total Loss | 2530.79 | 1567.34 | 963.45 | 3932.30 | 2679.57 |
Profit Factor | 1.65 | 1.21 | 2.37 | 0.45 | 2.42 |
Trades | 27 | 13 | 14 | 27 | 27 |
Winning Trades | 21 | 11 | 10 | 10 | 21 |
Losing Trades | 6 | 2 | 4 | 17 | 6 |
% Profitable | 77.00 | 84.00 | 71.00 | 37.00 | 77.00 |
Profit/Loss Per Trade % | 0.57 | 0.21 | 0.91 | -0.84 | 1.36 |
Profit Per Trade % | 1.96 | 1.70 | 2.26 | 1.73 | 3.05 |
Loss Per Trade % | 4.02 | 7.51 | 2.31 | 2.29 | 4.28 |
Days In Trade | 548 | 293 | 255 | 548 | 548 |
Days In Trade (Avg. Per Trade) | 20.30 | 22.54 | 18.21 | 20.30 | 20.30 |
% Days In Trade | 14.54 | 7.77 | 6.77 | 14.54 | 14.54 |