Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
HD | Home Depot Inc | Consumer Cyclical | Home Improvement Retail | 380154 | 0.0233 | 383.6 | 3280749 |
LOW | Lowe's Companies Inc | Consumer Cyclical | Home Improvement Retail | 144951 | 0.0174 | 254.73 | 2715646 |
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 | Long | Short | 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 |