Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
RS | Reliance Steel & Aluminum Co | Basic Materials | Steel | 16898 | 0.0153 | 321.33 | 396890 |
STLD | Steel Dynamics Inc | Basic Materials | Steel | 19322 | 0.0156 | 130.155 | 1604961 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.50 | ||
Max Duration: | 30 | Entry Mode: | Simple | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.00 / 0.00 |
Initial Capital: | 10000.00 | Final Equity: | 9783.32 |
Total net P/L: | -216.68 | Total ROI: | -2.17 % |
CAGR: | -2.19 % | Max. DD: | 9.97 % |
System Score: | -0.001 | Sharpe Ratio: | -0.365 |
Start Date: | 2016-01-04 | End Date: | 2016-12-30 |
Total days: | 361 | ||
Commissions: | 64.07 | Comm.% P/L | 41.98 % |
Total Transactions: | 60 | Log. Linearity: | 6.581 % |
Total | ![]() |
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RS | STLD | |
---|---|---|---|---|---|
Total Profit/Loss | -152.61 | -316.82 | 164.21 | 1259.69 | -1412.30 |
Total Profit | 956.24 | 685.23 | 271.01 | 1635.90 | 913.19 |
Total Loss | 1108.85 | 1002.05 | 106.80 | 376.21 | 2325.49 |
Profit Factor | 0.86 | 0.68 | 2.54 | 4.35 | 0.39 |
Trades | 15 | 11 | 4 | 15 | 15 |
Winning Trades | 11 | 8 | 3 | 8 | 6 |
Losing Trades | 4 | 3 | 1 | 7 | 9 |
% Profitable | 73.00 | 72.00 | 75.00 | 53.00 | 40.00 |
Profit/Loss Per Trade % | -0.10 | -0.28 | 0.39 | 0.80 | -0.97 |
Profit Per Trade % | 0.85 | 0.84 | 0.87 | 1.96 | 1.47 |
Loss Per Trade % | 2.58 | 3.10 | 1.03 | 0.51 | 2.39 |
Days In Trade | 115 | 90 | 25 | 115 | 115 |
Days In Trade (Avg. Per Trade) | 7.67 | 8.18 | 6.25 | 7.67 | 7.67 |
% Days In Trade | 31.86 | 24.93 | 6.93 | 31.86 | 31.86 |