Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GPS | Gap Inc | Consumer Cyclical | Apparel Retail | 10193 | 0.0216 | 27.29 | 8198544 |
RL | Ralph Lauren Corp Class A | Consumer Cyclical | Apparel Manufacturing | 11922 | 0.0161 | 186.5 | 883791 |
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: | 2 | ||
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: | 7193.16 |
Total net P/L: | -2806.84 | Total ROI: | -28.07 % |
CAGR: | -28.13 % | Max. DD: | 36.72 % |
System Score: | -6.064 | Sharpe Ratio: | -0.953 |
Start Date: | 2020-01-02 | End Date: | 2020-12-31 |
Total days: | 364 | ||
Commissions: | 53.69 | Comm.% P/L | 1.95 % |
Total Transactions: | 28 | Log. Linearity: | 59.958 % |
Total | Long | Short | GPS | RL | |
---|---|---|---|---|---|
Total Profit/Loss | -2753.15 | -1549.04 | -1204.11 | -8311.66 | 5558.51 |
Total Profit | 1653.84 | 0.00 | 1653.84 | 840.73 | 6565.61 |
Total Loss | 4406.99 | 1549.04 | 2857.95 | 9152.39 | 1007.10 |
Profit Factor | 0.38 | 0.00 | 0.58 | 0.09 | 6.52 |
Trades | 7 | 2 | 5 | 7 | 7 |
Winning Trades | 4 | 0 | 4 | 2 | 5 |
Losing Trades | 3 | 2 | 1 | 5 | 2 |
% Profitable | 57.00 | 0.00 | 80.00 | 28.00 | 71.00 |
Profit/Loss Per Trade % | -4.51 | -8.61 | -2.81 | -14.38 | 7.62 |
Profit Per Trade % | 5.37 | 0.00 | 5.37 | 5.29 | 13.95 |
Loss Per Trade % | 15.21 | 8.60 | 29.67 | 17.56 | 6.67 |
Days In Trade | 62 | 24 | 38 | 62 | 62 |
Days In Trade (Avg. Per Trade) | 8.86 | 12.00 | 7.60 | 8.86 | 8.86 |
% Days In Trade | 17.03 | 6.59 | 10.44 | 17.03 | 17.03 |