Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PH | Parker-Hannifin Corporation | Industrials | Specialty Industrial Machinery | 70157 | 0.0108 | 549.38 | 626814 |
ITW | Illinois Tool Works Inc | Industrials | Specialty Industrial Machinery | 75212 | 0.0222 | 248.16 | 1130176 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
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: | 1000.00 | Final Equity: | 854.65 |
Total net P/L: | -145.35 | Total ROI: | -14.54 % |
CAGR: | -14.68 % | Max. DD: | 26.68 % |
System Score: | -1.123 | Sharpe Ratio: | -0.625 |
Start Date: | 2019-06-03 | End Date: | 2020-05-29 |
Total days: | 361 | ||
Commissions: | 48.00 | Comm.% P/L | 49.31 % |
Total Transactions: | 48 | Log. Linearity: | 42.443 % |
Total | Long | Short | PH | ITW | |
---|---|---|---|---|---|
Total Profit/Loss | -97.35 | 4.40 | -101.75 | -238.69 | 141.34 |
Total Profit | 192.59 | 176.69 | 15.90 | 241.86 | 237.83 |
Total Loss | 289.94 | 172.29 | 117.65 | 480.55 | 96.49 |
Profit Factor | 0.66 | 1.03 | 0.14 | 0.50 | 2.46 |
Trades | 12 | 6 | 6 | 12 | 12 |
Winning Trades | 7 | 5 | 2 | 8 | 4 |
Losing Trades | 5 | 1 | 4 | 4 | 8 |
% Profitable | 58.00 | 83.00 | 33.00 | 66.00 | 33.00 |
Profit/Loss Per Trade % | -0.89 | 0.05 | -1.83 | -2.53 | 1.09 |
Profit Per Trade % | 3.02 | 3.92 | 0.79 | 3.24 | 5.93 |
Loss Per Trade % | 5.70 | 17.22 | 3.00 | 11.40 | 1.24 |
Days In Trade | 172 | 83 | 89 | 172 | 172 |
Days In Trade (Avg. Per Trade) | 14.33 | 13.83 | 14.83 | 14.33 | 14.33 |
% Days In Trade | 47.65 | 22.99 | 24.65 | 47.65 | 47.65 |