Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BAM | Brookfield Asset Management Inc | Financial Services | Asset Management | 15390 | 0.0384 | 39.18 | 1259098 |
BIP | Brookfield Infrastructure Partners LP | Utilities | Utilities - Diversified | 12857 | 0.0581 | 27.73 | 577757 |
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: | 5755.46 |
Total net P/L: | 755.46 | Total ROI: | 15.11 % |
CAGR: | 33.02 % | Max. DD: | 10.11 % |
System Score: | 9.474 | Sharpe Ratio: | 0.976 |
Start Date: | 2020-01-02 | End Date: | 2020-06-30 |
Total days: | 180 | ||
Commissions: | 32.00 | Comm.% P/L | 4.06 % |
Total Transactions: | 32 | Log. Linearity: | 65.956 % |
Total | Long | Short | BAM | BIP | |
---|---|---|---|---|---|
Total Profit/Loss | 787.46 | 100.73 | 686.73 | 2655.75 | -1868.29 |
Total Profit | 1153.15 | 466.42 | 686.73 | 3200.00 | 451.94 |
Total Loss | 365.69 | 365.69 | 0.00 | 544.25 | 2320.23 |
Profit Factor | 3.15 | 1.28 | 0.00 | 5.88 | 0.19 |
Trades | 8 | 4 | 4 | 8 | 8 |
Winning Trades | 7 | 3 | 4 | 7 | 4 |
Losing Trades | 1 | 1 | 0 | 1 | 4 |
% Profitable | 87.00 | 75.00 | 100.00 | 87.00 | 50.00 |
Profit/Loss Per Trade % | 1.85 | 0.55 | 3.17 | 5.89 | -5.09 |
Profit Per Trade % | 3.06 | 2.92 | 3.17 | 8.26 | 1.99 |
Loss Per Trade % | 6.25 | 6.25 | 0.00 | 9.31 | 10.61 |
Days In Trade | 85 | 41 | 44 | 85 | 85 |
Days In Trade (Avg. Per Trade) | 10.62 | 10.25 | 11.00 | 10.62 | 10.62 |
% Days In Trade | 47.22 | 22.78 | 24.44 | 47.22 | 47.22 |