Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PH | Parker-Hannifin Corporation | Industrials | Specialty Industrial Machinery | 68655 | 0.0111 | 539.72 | 628224 |
DOV | Dover Corporation | Industrials | Specialty Industrial Machinery | 23332 | 0.012 | 170.28 | 873845 |
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: | 1037.50 |
Total net P/L: | 37.50 | Total ROI: | 3.75 % |
CAGR: | 3.79 % | Max. DD: | 10.25 % |
System Score: | 0.147 | Sharpe Ratio: | 0.329 |
Start Date: | 2019-06-03 | End Date: | 2020-05-29 |
Total days: | 361 | ||
Commissions: | 56.00 | Comm.% P/L | 59.89 % |
Total Transactions: | 56 | Log. Linearity: | 33.874 % |
Total | Long | Short | PH | DOV | |
---|---|---|---|---|---|
Total Profit/Loss | 93.50 | 45.40 | 48.10 | -11.63 | 105.13 |
Total Profit | 277.55 | 122.02 | 155.53 | 422.42 | 363.10 |
Total Loss | 184.05 | 76.62 | 107.43 | 434.05 | 257.97 |
Profit Factor | 1.51 | 1.59 | 1.45 | 0.97 | 1.41 |
Trades | 14 | 7 | 7 | 14 | 14 |
Winning Trades | 10 | 5 | 5 | 8 | 7 |
Losing Trades | 4 | 2 | 2 | 6 | 7 |
% Profitable | 71.00 | 71.00 | 71.00 | 57.00 | 50.00 |
Profit/Loss Per Trade % | 0.64 | 0.64 | 0.63 | -0.28 | 0.43 |
Profit Per Trade % | 2.61 | 2.31 | 2.91 | 4.95 | 4.52 |
Loss Per Trade % | 4.01 | 3.30 | 4.73 | 6.10 | 3.45 |
Days In Trade | 144 | 65 | 79 | 144 | 144 |
Days In Trade (Avg. Per Trade) | 10.29 | 9.29 | 11.29 | 10.29 | 10.29 |
% Days In Trade | 39.89 | 18.01 | 21.88 | 39.89 | 39.89 |