Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
HWKN | Hawkins Inc | Basic Materials | Specialty Chemicals | 1614 | 0.0083 | 77.05 | 118620 |
RPM | RPM International Inc | Basic Materials | Specialty Chemicals | 15488 | 0.0156 | 120.18 | 611235 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | 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: | 12532.53 |
Total net P/L: | 2532.53 | Total ROI: | 25.33 % |
CAGR: | 25.48 % | Max. DD: | 11.78 % |
System Score: | 12.326 | Sharpe Ratio: | 1.068 |
Start Date: | 2019-01-02 | End Date: | 2019-12-31 |
Total days: | 363 | ||
Commissions: | 61.19 | Comm.% P/L | 2.36 % |
Total Transactions: | 52 | Log. Linearity: | 78.500 % |
Total | Long | Short | HWKN | RPM | |
---|---|---|---|---|---|
Total Profit/Loss | 2593.72 | 290.43 | 2303.29 | 2289.73 | 303.99 |
Total Profit | 4615.59 | 2201.14 | 2414.45 | 4260.29 | 1916.87 |
Total Loss | 2021.87 | 1910.71 | 111.16 | 1970.56 | 1612.88 |
Profit Factor | 2.28 | 1.15 | 21.72 | 2.16 | 1.19 |
Trades | 13 | 8 | 5 | 13 | 13 |
Winning Trades | 10 | 6 | 4 | 7 | 7 |
Losing Trades | 3 | 2 | 1 | 6 | 6 |
% Profitable | 76.00 | 75.00 | 80.00 | 53.00 | 53.00 |
Profit/Loss Per Trade % | 1.80 | 0.34 | 4.16 | 1.61 | 0.15 |
Profit Per Trade % | 4.19 | 3.32 | 5.52 | 5.56 | 2.50 |
Loss Per Trade % | 5.70 | 8.08 | 1.11 | 2.74 | 2.50 |
Days In Trade | 136 | 94 | 42 | 136 | 136 |
Days In Trade (Avg. Per Trade) | 10.46 | 11.75 | 8.40 | 10.46 | 10.46 |
% Days In Trade | 37.47 | 25.90 | 11.57 | 37.47 | 37.47 |