Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
RTX | Raytheon Technologies Corp | Industrials | Aerospace & Defense | 134307 | 0.0234 | 101.71 | 8840964 |
AVAV | AeroVironment Inc | Industrials | Aerospace & Defense | 4454 | 155.64 | 283858 |
Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
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: | 3505.03 |
Total net P/L: | -6494.97 | Total ROI: | -64.95 % |
CAGR: | -14.08 % | Max. DD: | 81.18 % |
System Score: | -4.278 | Sharpe Ratio: | -0.825 |
Start Date: | 2016-01-04 | End Date: | 2022-11-29 |
Total days: | 2521 | ||
Commissions: | 308.14 | Comm.% P/L | 4.98 % |
Total Transactions: | 268 | Log. Linearity: | 67.225 % |
Total | Long | Short | RTX | AVAV | |
---|---|---|---|---|---|
Total Profit/Loss | -6186.83 | -7198.70 | 1011.87 | 1851.73 | -8038.56 |
Total Profit | 17843.04 | 8481.25 | 9361.79 | 11739.38 | 17704.22 |
Total Loss | 24029.87 | 15679.95 | 8349.92 | 9887.65 | 25742.78 |
Profit Factor | 0.74 | 0.54 | 1.12 | 1.19 | 0.69 |
Trades | 67 | 34 | 33 | 67 | 67 |
Winning Trades | 40 | 18 | 22 | 34 | 35 |
Losing Trades | 27 | 16 | 11 | 33 | 32 |
% Profitable | 59.00 | 52.00 | 66.00 | 50.00 | 52.00 |
Profit/Loss Per Trade % | -1.50 | -2.76 | -0.18 | 0.08 | -1.75 |
Profit Per Trade % | 5.06 | 5.21 | 4.94 | 3.68 | 5.86 |
Loss Per Trade % | 9.81 | 10.17 | 9.29 | 3.32 | 8.81 |
Days In Trade | 1093 | 578 | 515 | 1093 | 1093 |
Days In Trade (Avg. Per Trade) | 16.31 | 17.00 | 15.61 | 16.31 | 16.31 |
% Days In Trade | 43.36 | 22.93 | 20.43 | 43.36 | 43.36 |