Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CLH | Clean Harbors Inc | Industrials | Waste Management | 10679 | 195.45 | 312008 | |
SSO | ProShares Ultra S&P500 | 0.0078 | 70.33 | 3563368 |
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: | 11263.05 |
Total net P/L: | 6263.05 | Total ROI: | 125.26 % |
CAGR: | 419.00 % | Max. DD: | 8.85 % |
System Score: | 239.307 | Sharpe Ratio: | 2.323 |
Start Date: | 2020-01-02 | End Date: | 2020-06-30 |
Total days: | 180 | ||
Commissions: | 40.73 | Comm.% P/L | 0.65 % |
Total Transactions: | 40 | Log. Linearity: | 82.969 % |
Total | Long | Short | CLH | SSO | |
---|---|---|---|---|---|
Total Profit/Loss | 6303.78 | 4741.32 | 1562.46 | 3691.08 | 2612.70 |
Total Profit | 6785.75 | 5223.29 | 1562.46 | 5741.50 | 4624.73 |
Total Loss | 481.97 | 481.97 | 0.00 | 2050.42 | 2012.03 |
Profit Factor | 14.08 | 10.84 | 0.00 | 2.80 | 2.30 |
Trades | 10 | 7 | 3 | 10 | 10 |
Winning Trades | 7 | 4 | 3 | 6 | 5 |
Losing Trades | 3 | 3 | 0 | 4 | 5 |
% Profitable | 70.00 | 57.00 | 100.00 | 60.00 | 50.00 |
Profit/Loss Per Trade % | 8.52 | 8.50 | 8.59 | 4.28 | 3.58 |
Profit Per Trade % | 13.31 | 16.98 | 8.59 | 11.99 | 13.34 |
Loss Per Trade % | 1.86 | 1.86 | 0.00 | 6.10 | 5.23 |
Days In Trade | 80 | 63 | 17 | 80 | 80 |
Days In Trade (Avg. Per Trade) | 8.00 | 9.00 | 5.67 | 8.00 | 8.00 |
% Days In Trade | 44.44 | 35.00 | 9.44 | 44.44 | 44.44 |