Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
RVT | Royce Value Closed Fund | Financial Services | Asset Management | 1712 | 0.0724 | 15.09 | 253220 |
RMTI | Rockwell Medical Inc | Healthcare | Drug Manufacturers - Specialty & Generic | 48 | 1.64 | 552758 |
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: | 3549.84 |
Total net P/L: | 1549.84 | Total ROI: | 77.49 % |
CAGR: | 77.77 % | Max. DD: | 27.68 % |
System Score: | 1.639 | Sharpe Ratio: | 1.191 |
Start Date: | 2020-01-02 | End Date: | 2020-12-31 |
Total days: | 364 | ||
Commissions: | 292.45 | Comm.% P/L | 15.87 % |
Total Transactions: | 52 | Log. Linearity: | 27.620 % |
Total | Long | Short | RVT | RMTI | |
---|---|---|---|---|---|
Total Profit/Loss | 1842.30 | 1121.68 | 720.62 | -66.12 | 1908.42 |
Total Profit | 3172.18 | 1121.68 | 2050.50 | 813.40 | 3130.30 |
Total Loss | 1329.88 | 0.00 | 1329.88 | 879.52 | 1221.88 |
Profit Factor | 2.39 | 0.00 | 1.54 | 0.92 | 2.56 |
Trades | 13 | 4 | 9 | 13 | 13 |
Winning Trades | 9 | 4 | 5 | 7 | 9 |
Losing Trades | 4 | 0 | 4 | 6 | 4 |
% Profitable | 69.00 | 100.00 | 55.00 | 53.00 | 69.00 |
Profit/Loss Per Trade % | 5.24 | 9.73 | 3.31 | -0.09 | 5.31 |
Profit Per Trade % | 12.47 | 9.73 | 14.70 | 3.72 | 12.25 |
Loss Per Trade % | 9.17 | 0.00 | 9.17 | 4.12 | 8.51 |
Days In Trade | 115 | 24 | 91 | 115 | 115 |
Days In Trade (Avg. Per Trade) | 8.85 | 6.00 | 10.11 | 8.85 | 8.85 |
% Days In Trade | 31.59 | 6.59 | 25.00 | 31.59 | 31.59 |