Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
LBTYA | Liberty Global PLC | Communication Services | Telecom Services | 6389 | 16.25 | 1737560 | |
RDUS | Schnitzer Steel Industries Inc | Basic Materials | Steel | 494 | 0.0425 | 17.91 | 192130 |
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: | 10000.00 | Final Equity: | 26239.41 |
Total net P/L: | 16239.41 | Total ROI: | 162.39 % |
CAGR: | 430.56 % | Max. DD: | 18.75 % |
System Score: | 362.573 | Sharpe Ratio: | 2.414 |
Start Date: | 2020-01-02 | End Date: | 2020-07-31 |
Total days: | 211 | ||
Commissions: | 158.72 | Comm.% P/L | 0.97 % |
Total Transactions: | 32 | Log. Linearity: | 94.433 % |
Total | Long | Short | LBTYA | RDUS | |
---|---|---|---|---|---|
Total Profit/Loss | 16398.13 | 7944.69 | 8453.44 | 6142.17 | 10255.96 |
Total Profit | 17077.27 | 7944.69 | 9132.58 | 7687.61 | 12192.16 |
Total Loss | 679.14 | 0.00 | 679.14 | 1545.44 | 1936.20 |
Profit Factor | 25.15 | 0.00 | 13.45 | 4.97 | 6.30 |
Trades | 8 | 3 | 5 | 8 | 8 |
Winning Trades | 7 | 3 | 4 | 6 | 7 |
Losing Trades | 1 | 0 | 1 | 2 | 1 |
% Profitable | 87.00 | 100.00 | 80.00 | 75.00 | 87.00 |
Profit/Loss Per Trade % | 12.94 | 17.37 | 10.36 | 3.91 | 8.58 |
Profit Per Trade % | 15.51 | 17.37 | 14.13 | 7.55 | 11.51 |
Loss Per Trade % | 3.48 | 0.00 | 3.48 | 6.15 | 9.92 |
Days In Trade | 99 | 32 | 67 | 99 | 99 |
Days In Trade (Avg. Per Trade) | 12.38 | 10.67 | 13.40 | 12.38 | 12.38 |
% Days In Trade | 46.92 | 15.17 | 31.75 | 46.92 | 46.92 |