Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PH | Parker-Hannifin Corporation | Industrials | Specialty Industrial Machinery | 69874 | 0.0109 | 538.09 | 631289 |
IEX | IDEX Corporation | Industrials | Specialty Industrial Machinery | 17113 | 0.0113 | 226.1 | 464155 |
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: | 719.02 |
Total net P/L: | -280.98 | Total ROI: | -28.10 % |
CAGR: | -28.36 % | Max. DD: | 31.18 % |
System Score: | -15.781 | Sharpe Ratio: | -1.209 |
Start Date: | 2019-06-03 | End Date: | 2020-05-29 |
Total days: | 361 | ||
Commissions: | 48.00 | Comm.% P/L | 20.60 % |
Total Transactions: | 48 | Log. Linearity: | 82.250 % |
Total | Long | Short | PH | IEX | |
---|---|---|---|---|---|
Total Profit/Loss | -232.98 | -71.34 | -161.64 | -317.61 | 84.63 |
Total Profit | 110.28 | 56.96 | 53.32 | 115.23 | 185.79 |
Total Loss | 343.26 | 128.30 | 214.96 | 432.84 | 101.16 |
Profit Factor | 0.32 | 0.44 | 0.25 | 0.27 | 1.84 |
Trades | 12 | 5 | 7 | 12 | 12 |
Winning Trades | 7 | 4 | 3 | 5 | 5 |
Losing Trades | 5 | 1 | 4 | 7 | 7 |
% Profitable | 58.00 | 80.00 | 42.00 | 41.00 | 41.00 |
Profit/Loss Per Trade % | -2.27 | -1.81 | -2.60 | -3.29 | 0.81 |
Profit Per Trade % | 1.78 | 1.53 | 2.11 | 2.39 | 4.20 |
Loss Per Trade % | 7.47 | 14.11 | 5.87 | 6.58 | 1.54 |
Days In Trade | 207 | 93 | 114 | 207 | 207 |
Days In Trade (Avg. Per Trade) | 17.25 | 18.60 | 16.29 | 17.25 | 17.25 |
% Days In Trade | 57.34 | 25.76 | 31.58 | 57.34 | 57.34 |