Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BK | Bank of New York Mellon | Financial Services | Asset Management | 43336 | 0.029 | 57.18 | 4316857 |
NUE | Nucor Corp | Basic Materials | Steel | 41459 | 0.0125 | 175.88 | 1393400 |
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: | 7615.15 |
Total net P/L: | 2615.15 | Total ROI: | 52.30 % |
CAGR: | 134.69 % | Max. DD: | 13.21 % |
System Score: | 88.635 | Sharpe Ratio: | 2.353 |
Start Date: | 2020-01-02 | End Date: | 2020-06-30 |
Total days: | 180 | ||
Commissions: | 44.18 | Comm.% P/L | 1.66 % |
Total Transactions: | 44 | Log. Linearity: | 86.981 % |
Total | Long | Short | BK | NUE | |
---|---|---|---|---|---|
Total Profit/Loss | 2659.33 | 582.99 | 2076.34 | -672.34 | 3331.67 |
Total Profit | 3565.19 | 995.11 | 2570.08 | 2072.64 | 4444.48 |
Total Loss | 905.86 | 412.12 | 493.74 | 2744.98 | 1112.81 |
Profit Factor | 3.94 | 2.41 | 5.21 | 0.76 | 3.99 |
Trades | 11 | 4 | 7 | 11 | 11 |
Winning Trades | 9 | 3 | 6 | 5 | 7 |
Losing Trades | 2 | 1 | 1 | 6 | 4 |
% Profitable | 81.00 | 75.00 | 85.00 | 45.00 | 63.00 |
Profit/Loss Per Trade % | 3.96 | 2.74 | 4.67 | -0.86 | 4.31 |
Profit Per Trade % | 6.30 | 5.54 | 6.68 | 6.96 | 9.77 |
Loss Per Trade % | 5.93 | 5.24 | 6.63 | 6.72 | 4.55 |
Days In Trade | 111 | 49 | 62 | 111 | 111 |
Days In Trade (Avg. Per Trade) | 10.09 | 12.25 | 8.86 | 10.09 | 10.09 |
% Days In Trade | 61.67 | 27.22 | 34.44 | 61.67 | 61.67 |