Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
FLO | Flowers Foods Inc | Consumer Defensive | Packaged Foods | 5213 | 0.0373 | 24.69 | 1398709 |
BIV | Vanguard Intermediate-Term Bond Index Fund ETF Shares | 0 | 73.58 | 1272372 |
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: | 7783.99 |
Total net P/L: | 2783.99 | Total ROI: | 55.68 % |
CAGR: | 145.36 % | Max. DD: | 9.99 % |
System Score: | 103.955 | Sharpe Ratio: | 2.107 |
Start Date: | 2020-01-02 | End Date: | 2020-06-30 |
Total days: | 180 | ||
Commissions: | 48.38 | Comm.% P/L | 1.71 % |
Total Transactions: | 40 | Log. Linearity: | 89.426 % |
Total | Long | Short | FLO | BIV | |
---|---|---|---|---|---|
Total Profit/Loss | 2832.37 | 1752.61 | 1079.76 | 3228.06 | -395.69 |
Total Profit | 2943.71 | 1863.95 | 1079.76 | 3273.95 | 145.80 |
Total Loss | 111.34 | 111.34 | 0.00 | 45.89 | 541.49 |
Profit Factor | 26.44 | 16.74 | 0.00 | 71.34 | 0.27 |
Trades | 10 | 6 | 4 | 10 | 10 |
Winning Trades | 9 | 5 | 4 | 9 | 4 |
Losing Trades | 1 | 1 | 0 | 1 | 6 |
% Profitable | 90.00 | 83.00 | 100.00 | 90.00 | 40.00 |
Profit/Loss Per Trade % | 4.61 | 4.73 | 4.43 | 5.19 | -0.62 |
Profit Per Trade % | 5.30 | 6.00 | 4.43 | 5.85 | 0.61 |
Loss Per Trade % | 1.41 | 1.41 | 0.00 | 0.58 | 1.42 |
Days In Trade | 83 | 48 | 35 | 83 | 83 |
Days In Trade (Avg. Per Trade) | 8.30 | 8.00 | 8.75 | 8.30 | 8.30 |
% Days In Trade | 46.11 | 26.67 | 19.44 | 46.11 | 46.11 |