Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PH | Parker-Hannifin Corporation | Industrials | Specialty Industrial Machinery | 70518 | 0.0108 | 558.05 | 651701 |
EMR | Emerson Electric Company | Industrials | Specialty Industrial Machinery | 64002 | 0.0188 | 113.45 | 2826716 |
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: | 1085.87 |
Total net P/L: | 85.87 | Total ROI: | 8.59 % |
CAGR: | 8.69 % | Max. DD: | 12.97 % |
System Score: | 0.751 | Sharpe Ratio: | 0.501 |
Start Date: | 2019-06-03 | End Date: | 2020-05-29 |
Total days: | 361 | ||
Commissions: | 56.00 | Comm.% P/L | 39.47 % |
Total Transactions: | 56 | Log. Linearity: | 44.209 % |
Total | Long | Short | PH | EMR | |
---|---|---|---|---|---|
Total Profit/Loss | 141.87 | 215.91 | -74.04 | -52.09 | 193.96 |
Total Profit | 335.98 | 239.30 | 96.68 | 301.28 | 390.34 |
Total Loss | 194.11 | 23.39 | 170.72 | 353.37 | 196.38 |
Profit Factor | 1.73 | 10.23 | 0.57 | 0.85 | 1.99 |
Trades | 14 | 7 | 7 | 14 | 14 |
Winning Trades | 9 | 5 | 4 | 7 | 9 |
Losing Trades | 5 | 2 | 3 | 7 | 5 |
% Profitable | 64.00 | 71.00 | 57.00 | 50.00 | 64.00 |
Profit/Loss Per Trade % | 0.98 | 3.01 | -1.01 | -0.52 | 1.18 |
Profit Per Trade % | 3.68 | 4.72 | 2.40 | 4.23 | 4.13 |
Loss Per Trade % | 3.64 | 1.14 | 5.35 | 4.78 | 3.81 |
Days In Trade | 175 | 78 | 97 | 175 | 175 |
Days In Trade (Avg. Per Trade) | 12.50 | 11.14 | 13.86 | 12.50 | 12.50 |
% Days In Trade | 48.48 | 21.61 | 26.87 | 48.48 | 48.48 |