Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
UPS | United Parcel Service Inc | Industrials | Integrated Freight & Logistics | 114824 | 0.0486 | 134.05 | 4246244 |
UNP | Union Pacific Corporation | Industrials | Railroads | 141070 | 0.023 | 232.69 | 2294926 |
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: | 8923.32 |
Total net P/L: | -1076.68 | Total ROI: | -10.77 % |
CAGR: | -1.64 % | Max. DD: | 50.73 % |
System Score: | -0.466 | Sharpe Ratio: | 0.050 |
Start Date: | 2016-01-04 | End Date: | 2022-11-29 |
Total days: | 2521 | ||
Commissions: | 260.00 | Comm.% P/L | 31.84 % |
Total Transactions: | 260 | Log. Linearity: | 65.796 % |
Total | Long | Short | UPS | UNP | |
---|---|---|---|---|---|
Total Profit/Loss | -816.68 | -2321.49 | 1504.81 | -4771.19 | 3954.51 |
Total Profit | 11253.98 | 4942.35 | 6311.63 | 10620.43 | 12357.29 |
Total Loss | 12070.66 | 7263.84 | 4806.82 | 15391.62 | 8402.78 |
Profit Factor | 0.93 | 0.68 | 1.31 | 0.69 | 1.47 |
Trades | 65 | 33 | 32 | 65 | 65 |
Winning Trades | 41 | 18 | 23 | 31 | 35 |
Losing Trades | 24 | 15 | 9 | 34 | 30 |
% Profitable | 63.00 | 54.00 | 71.00 | 47.00 | 53.00 |
Profit/Loss Per Trade % | -0.13 | -0.57 | 0.33 | -0.76 | 0.43 |
Profit Per Trade % | 3.35 | 3.41 | 3.31 | 4.34 | 3.83 |
Loss Per Trade % | 5.54 | 4.98 | 6.48 | 4.89 | 3.27 |
Days In Trade | 1033 | 575 | 458 | 1033 | 1033 |
Days In Trade (Avg. Per Trade) | 15.89 | 17.42 | 14.31 | 15.89 | 15.89 |
% Days In Trade | 40.98 | 22.81 | 18.17 | 40.98 | 40.98 |