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: | 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: | 11485.53 |
Total net P/L: | 6485.53 | Total ROI: | 129.71 % |
CAGR: | 120.00 % | Max. DD: | 15.50 % |
System Score: | 68.084 | Sharpe Ratio: | 2.177 |
Start Date: | 2020-01-02 | End Date: | 2021-01-21 |
Total days: | 385 | ||
Commissions: | 68.28 | Comm.% P/L | 1.04 % |
Total Transactions: | 68 | Log. Linearity: | 82.786 % |
Total | Long | Short | HWKN | RPM | |
---|---|---|---|---|---|
Total Profit/Loss | 6553.81 | 2224.39 | 4329.42 | 4076.34 | 2477.47 |
Total Profit | 7087.27 | 2279.15 | 4808.12 | 5635.59 | 4456.13 |
Total Loss | 533.46 | 54.76 | 478.70 | 1559.25 | 1978.66 |
Profit Factor | 13.29 | 41.62 | 10.04 | 3.61 | 2.25 |
Trades | 17 | 6 | 11 | 17 | 17 |
Winning Trades | 15 | 5 | 10 | 13 | 10 |
Losing Trades | 2 | 1 | 1 | 4 | 7 |
% Profitable | 88.00 | 83.00 | 90.00 | 76.00 | 58.00 |
Profit/Loss Per Trade % | 5.07 | 5.53 | 4.82 | 2.72 | 2.13 |
Profit Per Trade % | 6.21 | 6.80 | 5.91 | 5.29 | 6.33 |
Loss Per Trade % | 3.04 | 0.61 | 5.52 | 5.10 | 3.50 |
Days In Trade | 151 | 51 | 100 | 151 | 151 |
Days In Trade (Avg. Per Trade) | 8.88 | 8.50 | 9.09 | 8.88 | 8.88 |
% Days In Trade | 39.22 | 13.25 | 25.97 | 39.22 | 39.22 |