Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MHK | Mohawk Industries Inc | Consumer Cyclical | Furnishings, Fixtures & Appliances | 6992 | 108.27 | 770747 | |
FBHS | Fortune Brands Home & Security Inc | Consumer Cyclical | Homebuilding & Construction Supplies | 7924 | 0.016 | 60.8 | 1395172 |
Entry Threshold: | 2.50 | Exit Threshold: | 1.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | 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: | 11307.37 |
Total net P/L: | 1307.37 | Total ROI: | 13.07 % |
CAGR: | 3.70 % | Max. DD: | 15.38 % |
System Score: | 0.324 | Sharpe Ratio: | 0.635 |
Start Date: | 2017-01-02 | End Date: | 2020-05-21 |
Total days: | 1235 | ||
Commissions: | 153.23 | Comm.% P/L | 10.49 % |
Total Transactions: | 148 | Log. Linearity: | 44.415 % |
Total | Long | Short | MHK | FBHS | |
---|---|---|---|---|---|
Total Profit/Loss | 1460.60 | 2079.89 | -619.29 | 3186.22 | -1725.62 |
Total Profit | 4550.87 | 4069.43 | 481.44 | 6252.00 | 4296.55 |
Total Loss | 3090.27 | 1989.54 | 1100.73 | 3065.78 | 6022.17 |
Profit Factor | 1.47 | 2.05 | 0.44 | 2.04 | 0.71 |
Trades | 37 | 28 | 9 | 37 | 37 |
Winning Trades | 24 | 20 | 4 | 23 | 20 |
Losing Trades | 13 | 8 | 5 | 14 | 17 |
% Profitable | 64.00 | 71.00 | 44.00 | 62.00 | 54.00 |
Profit/Loss Per Trade % | 0.37 | 0.70 | -0.65 | 0.74 | -0.46 |
Profit Per Trade % | 1.77 | 1.90 | 1.11 | 2.47 | 1.99 |
Loss Per Trade % | 2.12 | 2.19 | 2.01 | 2.01 | 3.18 |
Days In Trade | 271 | 185 | 86 | 271 | 271 |
Days In Trade (Avg. Per Trade) | 7.32 | 6.61 | 9.56 | 7.32 | 7.32 |
% Days In Trade | 21.94 | 14.98 | 6.96 | 21.94 | 21.94 |