| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| RVT | Royce Value Closed Fund | Financial Services | Asset Management | 1940 | 0.0803 | 16.22 | 273446 |
| RMTI | Rockwell Medical Inc | Healthcare | Drug Manufacturers - Specialty & Generic | 39 | 1.12 | 646011 |
| 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 |