Model: | Ratio |
Symbol | Title | Sector | Exchange | M.Cap.[M] | Beta | Float | Avg.Price | Avg.Volume | Last volume |
HD | The Home Depot, Inc. | Services | NYSE | 208980 | 1.16 | 1166.2 | 189.68 | 6280000 | 8410000 |
LOW | Lowes Companies, Inc. | Services | NYSE | 72190 | 1.32 | 828.38 | 96.26 | 7940000 | 8770000 |
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: | 12202.84 |
Total net P/L: | 2202.84 | Total ROI: | 22.03 % |
CAGR: | 4.00 % | Max. DD: | 27.61 % |
System Score: | 0.060 | Sharpe Ratio: | 0.790 |
Start Date: | 2016-01-04 | End Date: | 2021-01-29 |
Total days: | 1852 | ||
Commissions: | 332.00 | Comm.% P/L | 13.10 % |
Total Transactions: | 332 | Log. Linearity: | 24.654 % |
Total | ![]() |
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HD | LOW | |
---|---|---|---|---|---|
Total Profit/Loss | 2534.84 | 1331.32 | 1203.52 | 5611.47 | -3076.63 |
Total Profit | 13314.76 | 5911.07 | 7403.69 | 17318.70 | 17770.04 |
Total Loss | 10779.92 | 4579.75 | 6200.17 | 11707.23 | 20846.67 |
Profit Factor | 1.24 | 1.29 | 1.19 | 1.48 | 0.85 |
Trades | 83 | 41 | 42 | 83 | 83 |
Winning Trades | 55 | 27 | 28 | 39 | 43 |
Losing Trades | 28 | 14 | 14 | 44 | 40 |
% Profitable | 66.00 | 65.00 | 66.00 | 46.00 | 51.00 |
Profit/Loss Per Trade % | 0.27 | 0.21 | 0.33 | 0.48 | -0.44 |
Profit Per Trade % | 1.95 | 1.69 | 2.20 | 3.46 | 3.29 |
Loss Per Trade % | 2.88 | 2.55 | 3.21 | 2.07 | 3.92 |
Days In Trade | 1027 | 526 | 501 | 1027 | 1027 |
Days In Trade (Avg. Per Trade) | 12.37 | 12.83 | 11.93 | 12.37 | 12.37 |
% Days In Trade | 55.45 | 28.40 | 27.05 | 55.45 | 55.45 |