Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GPS | Gap Inc | Consumer Cyclical | Apparel Retail | 10290 | 0.022 | 27.55 | 8196754 |
RL | Ralph Lauren Corp Class A | Consumer Cyclical | Apparel Manufacturing | 12003 | 0.016 | 187.76 | 883101 |
Entry Threshold: | 3.00 | Exit Threshold: | 0.00 | DT Threshold: | 0.50 |
Max Duration: | 10 | Entry Mode: | Downtick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
RSI Period: | 14 | RSI Threshold: | 50 | ||
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: | 10000.00 |
Total net P/L: | 0.00 | Total ROI: | 0.00 % |
CAGR: | 0.00 % | Max. DD: | 0.00 % |
System Score: | 0.000 | ||
Start Date: | 2020-01-02 | End Date: | 2020-12-31 |
Total days: | 364 | ||
Commissions: | 0.00 | Comm.% P/L | 0.00 % |
Total Transactions: | 0 | Log. Linearity: | -282.035 % |
Total | Long | Short | GPS | RL | |
---|---|---|---|---|---|
Total Profit/Loss | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Total Profit | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Total Loss | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Profit Factor | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Trades | 0 | 0 | 0 | 0 | 0 |
Winning Trades | 0 | 0 | 0 | 0 | 0 |
Losing Trades | 0 | 0 | 0 | 0 | 0 |
% Profitable | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Profit/Loss Per Trade % | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Profit Per Trade % | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Days In Trade | 0 | 0 | 0 | 0 | 0 |
Days In Trade (Avg. Per Trade) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
% Days In Trade | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |