Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
RVT | Royce Value Closed Fund | Financial Services | Asset Management | 1614 | 0.0752 | 14.21 | 245748 |
RMTI | Rockwell Medical Inc | Healthcare | Drug Manufacturers - Specialty & Generic | 45 | 1.49 | 431494 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
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: | 2000.00 | Final Equity: | 2349.67 |
Total net P/L: | 349.67 | Total ROI: | 17.48 % |
CAGR: | 62.59 % | Max. DD: | 21.26 % |
System Score: | 0.000 | Sharpe Ratio: | 0.550 |
Start Date: | 2020-09-01 | End Date: | 2020-12-31 |
Total days: | 121 | ||
Commissions: | 105.27 | Comm.% P/L | 23.14 % |
Total Transactions: | 20 | Log. Linearity: | 0.943 % |
Total | Long | Short | RVT | RMTI | |
---|---|---|---|---|---|
Total Profit/Loss | 454.94 | 440.43 | 14.52 | -39.71 | 494.65 |
Total Profit | 937.98 | 440.43 | 497.55 | 175.85 | 853.61 |
Total Loss | 483.03 | 0.00 | 483.03 | 215.56 | 358.95 |
Profit Factor | 1.94 | 0.00 | 1.03 | 0.82 | 2.38 |
Trades | 5 | 2 | 3 | 5 | 5 |
Winning Trades | 4 | 2 | 2 | 2 | 4 |
Losing Trades | 1 | 0 | 1 | 3 | 1 |
% Profitable | 80.00 | 100.00 | 66.00 | 40.00 | 80.00 |
Profit/Loss Per Trade % | 4.25 | 9.78 | 0.72 | -0.16 | 4.63 |
Profit Per Trade % | 11.06 | 9.78 | 12.35 | 4.30 | 9.93 |
Loss Per Trade % | 19.05 | 0.00 | 19.05 | 3.01 | 14.15 |
Days In Trade | 46 | 13 | 33 | 46 | 46 |
Days In Trade (Avg. Per Trade) | 9.20 | 6.50 | 11.00 | 9.20 | 9.20 |
% Days In Trade | 38.02 | 10.74 | 27.27 | 38.02 | 38.02 |