Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BNDX | Vanguard Total International Bond Index Fund ETF Shares | 0 | 48.31 | 3247352 | |||
FLO | Flowers Foods Inc | Consumer Defensive | Packaged Foods | 5285 | 0.0373 | 24.89 | 1396066 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 15 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 14 | MA Type: | SMA | StdDev Period: | 14 |
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: | 5000.00 | Final Equity: | 7776.63 |
Total net P/L: | 2776.63 | Total ROI: | 55.53 % |
CAGR: | 144.89 % | Max. DD: | 9.82 % |
System Score: | 92.317 | Sharpe Ratio: | 2.172 |
Start Date: | 2020-01-02 | End Date: | 2020-06-30 |
Total days: | 180 | ||
Commissions: | 53.22 | Comm.% P/L | 1.88 % |
Total Transactions: | 44 | Log. Linearity: | 86.049 % |
Total | Long | Short | BNDX | FLO | |
---|---|---|---|---|---|
Total Profit/Loss | 2829.85 | 1126.39 | 1703.46 | -152.44 | 2982.29 |
Total Profit | 2905.40 | 1126.39 | 1779.01 | 91.19 | 3027.92 |
Total Loss | 75.55 | 0.00 | 75.55 | 243.63 | 45.63 |
Profit Factor | 38.46 | 0.00 | 23.55 | 0.37 | 66.36 |
Trades | 11 | 4 | 7 | 11 | 11 |
Winning Trades | 10 | 4 | 6 | 8 | 10 |
Losing Trades | 1 | 0 | 1 | 3 | 1 |
% Profitable | 90.00 | 100.00 | 85.00 | 72.00 | 90.00 |
Profit/Loss Per Trade % | 4.18 | 4.51 | 3.98 | -0.17 | 4.33 |
Profit Per Trade % | 4.71 | 4.51 | 4.83 | 0.21 | 4.84 |
Loss Per Trade % | 0.96 | 0.00 | 0.96 | 1.19 | 0.58 |
Days In Trade | 79 | 35 | 44 | 79 | 79 |
Days In Trade (Avg. Per Trade) | 7.18 | 8.75 | 6.29 | 7.18 | 7.18 |
% Days In Trade | 43.89 | 19.44 | 24.44 | 43.89 | 43.89 |