Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
HWKN | Hawkins Inc | Basic Materials | Specialty Chemicals | 1617 | 0.0083 | 77.2 | 122100 |
RPM | RPM International Inc | Basic Materials | Specialty Chemicals | 13897 | 0.0171 | 107.93 | 619278 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 20 | MA Type: | EMA | StdDev Period: | 20 |
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: | 5000.00 | Final Equity: | 5522.10 |
Total net P/L: | 522.10 | Total ROI: | 10.44 % |
CAGR: | 103.57 % | Max. DD: | 2.06 % |
System Score: | 58.107 | Sharpe Ratio: | 1.699 |
Start Date: | 2020-12-01 | End Date: | 2021-01-21 |
Total days: | 51 | ||
Commissions: | 8.00 | Comm.% P/L | 1.51 % |
Total Transactions: | 8 | Log. Linearity: | 82.478 % |
Total | Long | Short | HWKN | RPM | |
---|---|---|---|---|---|
Total Profit/Loss | 530.10 | 0.00 | 530.10 | 618.09 | -87.99 |
Total Profit | 530.10 | 0.00 | 530.10 | 618.09 | 0.00 |
Total Loss | 0.00 | 0.00 | 0.00 | 0.00 | 87.99 |
Profit Factor | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Trades | 2 | 0 | 2 | 2 | 2 |
Winning Trades | 2 | 0 | 2 | 2 | 0 |
Losing Trades | 0 | 0 | 0 | 0 | 2 |
% Profitable | 100.00 | 0.00 | 100.00 | 100.00 | 0.00 |
Profit/Loss Per Trade % | 5.17 | 0.00 | 5.17 | 6.05 | -0.87 |
Profit Per Trade % | 5.17 | 0.00 | 5.17 | 6.05 | 0.00 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 0.00 | 0.87 |
Days In Trade | 18 | 0 | 18 | 18 | 18 |
Days In Trade (Avg. Per Trade) | 9.00 | 0.00 | 9.00 | 9.00 | 9.00 |
% Days In Trade | 35.29 | 0.00 | 35.29 | 35.29 | 35.29 |