Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
RMTI | Rockwell Medical Inc | Healthcare | Drug Manufacturers - Specialty & Generic | 45 | 1.49 | 431494 | |
RVT | Royce Value Closed Fund | Financial Services | Asset Management | 1614 | 0.0752 | 14.21 | 245748 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 15 | 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: | 2533.41 |
Total net P/L: | 533.41 | Total ROI: | 26.67 % |
CAGR: | 26.75 % | Max. DD: | 31.78 % |
System Score: | 0.000 | Sharpe Ratio: | 0.659 |
Start Date: | 2020-01-02 | End Date: | 2020-12-31 |
Total days: | 364 | ||
Commissions: | 219.80 | Comm.% P/L | 29.18 % |
Total Transactions: | 52 | Log. Linearity: | 0.001 % |
Total | Long | Short | RMTI | RVT | |
---|---|---|---|---|---|
Total Profit/Loss | 753.21 | 440.22 | 312.99 | 1313.29 | -560.08 |
Total Profit | 2332.15 | 1444.81 | 887.35 | 2223.99 | 622.80 |
Total Loss | 1578.95 | 1004.59 | 574.36 | 910.71 | 1182.88 |
Profit Factor | 1.48 | 1.44 | 1.54 | 2.44 | 0.53 |
Trades | 13 | 8 | 5 | 13 | 13 |
Winning Trades | 8 | 4 | 4 | 8 | 7 |
Losing Trades | 5 | 4 | 1 | 4 | 6 |
% Profitable | 61.00 | 50.00 | 80.00 | 61.00 | 53.00 |
Profit/Loss Per Trade % | 2.54 | 2.51 | 2.57 | 4.34 | -1.72 |
Profit Per Trade % | 12.79 | 15.93 | 9.73 | 12.19 | 3.72 |
Loss Per Trade % | 11.56 | 9.16 | 21.68 | 8.51 | 7.08 |
Days In Trade | 133 | 91 | 42 | 133 | 133 |
Days In Trade (Avg. Per Trade) | 10.23 | 11.38 | 8.40 | 10.23 | 10.23 |
% Days In Trade | 36.54 | 25.00 | 11.54 | 36.54 | 36.54 |