Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
IRWD | Ironwood Pharmaceuticals Inc | Healthcare | Drug Manufacturers - Specialty & Generic | 1268 | 8.08 | 3130668 | |
TRN | Trinity Industries Inc | Industrials | Railroads | 2225 | 0.0412 | 27.11 | 425341 |
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: | 6964.83 |
Total net P/L: | 1964.83 | Total ROI: | 39.30 % |
CAGR: | 95.83 % | Max. DD: | 20.26 % |
System Score: | 30.199 | Sharpe Ratio: | 1.257 |
Start Date: | 2020-01-02 | End Date: | 2020-06-30 |
Total days: | 180 | ||
Commissions: | 82.63 | Comm.% P/L | 4.04 % |
Total Transactions: | 36 | Log. Linearity: | 68.050 % |
Total | Long | Short | IRWD | TRN | |
---|---|---|---|---|---|
Total Profit/Loss | 2047.46 | 1087.71 | 959.75 | 988.20 | 1059.26 |
Total Profit | 3776.15 | 2622.17 | 1153.98 | 2699.06 | 1590.42 |
Total Loss | 1728.69 | 1534.46 | 194.23 | 1710.86 | 531.16 |
Profit Factor | 2.18 | 1.71 | 5.94 | 1.58 | 2.99 |
Trades | 9 | 6 | 3 | 9 | 9 |
Winning Trades | 7 | 5 | 2 | 6 | 6 |
Losing Trades | 2 | 1 | 1 | 3 | 3 |
% Profitable | 77.00 | 83.00 | 66.00 | 66.00 | 66.00 |
Profit/Loss Per Trade % | 3.90 | 3.00 | 5.71 | 2.27 | 1.72 |
Profit Per Trade % | 8.41 | 7.70 | 10.19 | 7.35 | 4.00 |
Loss Per Trade % | 9.91 | 17.62 | 2.71 | 6.90 | 2.67 |
Days In Trade | 76 | 62 | 14 | 76 | 76 |
Days In Trade (Avg. Per Trade) | 8.44 | 10.33 | 4.67 | 8.44 | 8.44 |
% Days In Trade | 42.22 | 34.44 | 7.78 | 42.22 | 42.22 |