Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GPS | Gap Inc | Consumer Cyclical | Apparel Retail | 7511 | 0.0287 | 20.22 | 8082061 |
RL | Ralph Lauren Corp Class A | Consumer Cyclical | Apparel Manufacturing | 10745 | 0.0178 | 166.93 | 877820 |
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: | 20 | ||
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: | 9955.64 |
Total net P/L: | -44.36 | Total ROI: | -0.44 % |
CAGR: | -0.44 % | Max. DD: | 8.36 % |
System Score: | -0.000 | Sharpe Ratio: | 0.033 |
Start Date: | 2020-01-02 | End Date: | 2020-12-31 |
Total days: | 364 | ||
Commissions: | 16.55 | Comm.% P/L | 59.51 % |
Total Transactions: | 8 | Log. Linearity: | 4.169 % |
Total | Long | Short | GPS | RL | |
---|---|---|---|---|---|
Total Profit/Loss | -27.81 | -731.01 | 703.20 | -4049.07 | 4021.26 |
Total Profit | 703.20 | 0.00 | 703.20 | 0.00 | 4021.26 |
Total Loss | 731.01 | 731.01 | 0.00 | 4049.07 | 0.00 |
Profit Factor | 0.96 | 0.00 | 0.00 | 0.00 | 0.00 |
Trades | 2 | 1 | 1 | 2 | 2 |
Winning Trades | 1 | 0 | 1 | 0 | 2 |
Losing Trades | 1 | 1 | 0 | 2 | 0 |
% Profitable | 50.00 | 0.00 | 100.00 | 0.00 | 100.00 |
Profit/Loss Per Trade % | -0.14 | -7.31 | 7.60 | -22.69 | 19.83 |
Profit Per Trade % | 7.60 | 0.00 | 7.60 | 0.00 | 19.83 |
Loss Per Trade % | 7.31 | 7.31 | 0.00 | 18.71 | 0.00 |
Days In Trade | 21 | 13 | 8 | 21 | 21 |
Days In Trade (Avg. Per Trade) | 10.50 | 13.00 | 8.00 | 10.50 | 10.50 |
% Days In Trade | 5.77 | 3.57 | 2.20 | 5.77 | 5.77 |