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: | 3113.72 |
Total net P/L: | 1113.72 | Total ROI: | 55.69 % |
CAGR: | 55.88 % | Max. DD: | 33.84 % |
System Score: | 0.018 | Sharpe Ratio: | 0.984 |
Start Date: | 2020-01-02 | End Date: | 2020-12-31 |
Total days: | 364 | ||
Commissions: | 235.68 | Comm.% P/L | 17.47 % |
Total Transactions: | 44 | Log. Linearity: | 6.913 % |
Total | Long | Short | RVT | RMTI | |
---|---|---|---|---|---|
Total Profit/Loss | 1349.39 | 1037.80 | 311.59 | -716.44 | 2065.83 |
Total Profit | 2734.16 | 1037.80 | 1696.36 | 497.34 | 2833.32 |
Total Loss | 1384.77 | 0.00 | 1384.77 | 1213.78 | 767.49 |
Profit Factor | 1.97 | 0.00 | 1.23 | 0.41 | 3.69 |
Trades | 11 | 4 | 7 | 11 | 11 |
Winning Trades | 8 | 4 | 4 | 5 | 9 |
Losing Trades | 3 | 0 | 3 | 6 | 2 |
% Profitable | 72.00 | 100.00 | 57.00 | 45.00 | 81.00 |
Profit/Loss Per Trade % | 4.86 | 9.73 | 2.18 | -1.90 | 6.98 |
Profit Per Trade % | 12.73 | 9.73 | 15.81 | 3.48 | 11.64 |
Loss Per Trade % | 13.10 | 0.00 | 13.10 | 5.73 | 11.62 |
Days In Trade | 115 | 24 | 91 | 115 | 115 |
Days In Trade (Avg. Per Trade) | 10.45 | 6.00 | 13.00 | 10.45 | 10.45 |
% Days In Trade | 31.59 | 6.59 | 25.00 | 31.59 | 31.59 |