Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MMP | Magellan Midstream Partners LP | Energy | Oil & Gas Midstream | 13945 | 0.0607 | 69 | 1385584 |
MUX | McEwen Mining Inc. | Basic Materials | Other Precious Metals & Mining | 549 | 10.92 | 549490 |
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: | 9818.54 |
Total net P/L: | 4818.54 | Total ROI: | 96.37 % |
CAGR: | 292.91 % | Max. DD: | 24.57 % |
System Score: | 179.420 | Sharpe Ratio: | 1.554 |
Start Date: | 2020-01-02 | End Date: | 2020-06-30 |
Total days: | 180 | ||
Commissions: | 666.65 | Comm.% P/L | 12.15 % |
Total Transactions: | 36 | Log. Linearity: | 84.927 % |
Total | Long | Short | MMP | MUX | |
---|---|---|---|---|---|
Total Profit/Loss | 5485.20 | 1842.02 | 3643.18 | 4010.06 | 1475.14 |
Total Profit | 6716.45 | 1880.36 | 4836.09 | 4382.84 | 3697.79 |
Total Loss | 1231.26 | 38.34 | 1192.91 | 372.78 | 2222.66 |
Profit Factor | 5.45 | 49.04 | 4.05 | 11.76 | 1.66 |
Trades | 9 | 4 | 5 | 9 | 9 |
Winning Trades | 7 | 3 | 4 | 8 | 6 |
Losing Trades | 2 | 1 | 1 | 1 | 3 |
% Profitable | 77.00 | 75.00 | 80.00 | 88.00 | 66.00 |
Profit/Loss Per Trade % | 8.83 | 5.79 | 11.32 | 6.65 | 1.87 |
Profit Per Trade % | 13.77 | 7.94 | 18.35 | 8.06 | 8.45 |
Loss Per Trade % | 6.44 | 0.39 | 12.85 | 4.02 | 9.90 |
Days In Trade | 83 | 45 | 38 | 83 | 83 |
Days In Trade (Avg. Per Trade) | 9.22 | 11.25 | 7.60 | 9.22 | 9.22 |
% Days In Trade | 46.11 | 25.00 | 21.11 | 46.11 | 46.11 |