Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ITW | Illinois Tool Works Inc | Industrials | Specialty Industrial Machinery | 75048 | 0.0223 | 248.83 | 1120820 |
MMM | 3M Company | Industrials | Conglomerates | 50621 | 0.066 | 91.48 | 4904742 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | SMA | 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: | 11149.46 |
Total net P/L: | 1149.46 | Total ROI: | 11.49 % |
CAGR: | 30.78 % | Max. DD: | 12.63 % |
System Score: | 6.942 | Sharpe Ratio: | 0.776 |
Start Date: | 2020-01-02 | End Date: | 2020-05-29 |
Total days: | 148 | ||
Commissions: | 28.00 | Comm.% P/L | 2.38 % |
Total Transactions: | 28 | Log. Linearity: | 60.871 % |
Total | Long | Short | ITW | MMM | |
---|---|---|---|---|---|
Total Profit/Loss | 1177.46 | 1872.46 | -695.00 | -811.67 | 1989.13 |
Total Profit | 2272.67 | 1872.46 | 400.21 | 1676.83 | 2957.81 |
Total Loss | 1095.21 | 0.00 | 1095.21 | 2488.50 | 968.68 |
Profit Factor | 2.08 | 0.00 | 0.37 | 0.67 | 3.05 |
Trades | 7 | 4 | 3 | 7 | 7 |
Winning Trades | 6 | 4 | 2 | 4 | 5 |
Losing Trades | 1 | 0 | 1 | 3 | 2 |
% Profitable | 85.00 | 100.00 | 66.00 | 57.00 | 71.00 |
Profit/Loss Per Trade % | 1.61 | 4.55 | -2.19 | -1.20 | 2.55 |
Profit Per Trade % | 3.69 | 4.55 | 1.98 | 4.11 | 5.60 |
Loss Per Trade % | 10.03 | 0.00 | 10.03 | 7.81 | 4.71 |
Days In Trade | 83 | 35 | 48 | 83 | 83 |
Days In Trade (Avg. Per Trade) | 11.86 | 8.75 | 16.00 | 11.86 | 11.86 |
% Days In Trade | 56.08 | 23.65 | 32.43 | 56.08 | 56.08 |