Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
IRWD | Ironwood Pharmaceuticals Inc | Healthcare | Drug Manufacturers - Specialty & Generic | 1302 | 8.62 | 3097058 | |
TRN | Trinity Industries Inc | Industrials | Railroads | 2246 | 0.0408 | 28.04 | 419216 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | 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: | 10000.00 | Final Equity: | 15913.94 |
Total net P/L: | 5913.94 | Total ROI: | 59.14 % |
CAGR: | 59.55 % | Max. DD: | 18.54 % |
System Score: | 18.579 | Sharpe Ratio: | 1.799 |
Start Date: | 2019-01-02 | End Date: | 2019-12-31 |
Total days: | 363 | ||
Commissions: | 283.45 | Comm.% P/L | 4.57 % |
Total Transactions: | 56 | Log. Linearity: | 67.825 % |
Total | Long | Short | IRWD | TRN | |
---|---|---|---|---|---|
Total Profit/Loss | 6197.39 | 619.33 | 5578.06 | 3311.06 | 2886.33 |
Total Profit | 10136.04 | 2588.61 | 7547.43 | 6922.47 | 5898.41 |
Total Loss | 3938.65 | 1969.28 | 1969.37 | 3611.41 | 3012.08 |
Profit Factor | 2.57 | 1.31 | 3.83 | 1.92 | 1.96 |
Trades | 14 | 4 | 10 | 14 | 14 |
Winning Trades | 12 | 3 | 9 | 8 | 10 |
Losing Trades | 2 | 1 | 1 | 6 | 4 |
% Profitable | 85.00 | 75.00 | 90.00 | 57.00 | 71.00 |
Profit/Loss Per Trade % | 3.52 | 2.02 | 4.12 | 2.26 | 1.19 |
Profit Per Trade % | 6.17 | 6.62 | 6.02 | 6.91 | 3.73 |
Loss Per Trade % | 11.04 | 10.60 | 11.48 | 3.55 | 4.81 |
Days In Trade | 117 | 34 | 83 | 117 | 117 |
Days In Trade (Avg. Per Trade) | 8.36 | 8.50 | 8.30 | 8.36 | 8.36 |
% Days In Trade | 32.23 | 9.37 | 22.87 | 32.23 | 32.23 |