Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BUI | BlackRock Utility & Infrastructure Trust | Financial Services | Asset Management | 484 | 0.0739 | 21.73 | 59402 |
CB | Chubb Ltd | Financial Services | Insurance - Property & Casualty | 104889 | 0.0133 | 258.5 | 1823749 |
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: | 8180.21 |
Total net P/L: | 3180.21 | Total ROI: | 63.60 % |
CAGR: | 171.35 % | Max. DD: | 16.26 % |
System Score: | 74.524 | Sharpe Ratio: | 2.011 |
Start Date: | 2020-01-02 | End Date: | 2020-06-30 |
Total days: | 180 | ||
Commissions: | 59.08 | Comm.% P/L | 1.82 % |
Total Transactions: | 44 | Log. Linearity: | 75.766 % |
Total | Long | Short | BUI | CB | |
---|---|---|---|---|---|
Total Profit/Loss | 3239.29 | 2687.51 | 551.78 | 2617.97 | 621.32 |
Total Profit | 4128.52 | 2687.51 | 1441.02 | 3516.34 | 1889.02 |
Total Loss | 889.24 | 0.00 | 889.24 | 898.37 | 1267.70 |
Profit Factor | 4.64 | 0.00 | 1.62 | 3.91 | 1.49 |
Trades | 11 | 5 | 6 | 11 | 11 |
Winning Trades | 9 | 5 | 4 | 7 | 7 |
Losing Trades | 2 | 0 | 2 | 4 | 4 |
% Profitable | 81.00 | 100.00 | 66.00 | 63.00 | 63.00 |
Profit/Loss Per Trade % | 4.66 | 8.51 | 1.56 | 3.76 | 0.71 |
Profit Per Trade % | 7.20 | 8.51 | 5.57 | 7.89 | 4.19 |
Loss Per Trade % | 5.89 | 0.00 | 5.89 | 3.06 | 4.99 |
Days In Trade | 96 | 39 | 57 | 96 | 96 |
Days In Trade (Avg. Per Trade) | 8.73 | 7.80 | 9.50 | 8.73 | 8.73 |
% Days In Trade | 53.33 | 21.67 | 31.67 | 53.33 | 53.33 |