Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ROLL | RBC Bearings Incorporated | Industrials | Machinery | 6144 | 0 | 245.82 | 149728 |
BMO | Bank of Montreal | Financial Services | Banks - Diversified | 66849 | 0.0491 | 92.14 | 674806 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | SMA | 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: | 10000.00 | Final Equity: | 10206.42 |
Total net P/L: | 206.42 | Total ROI: | 2.06 % |
CAGR: | 15.11 % | Max. DD: | 2.49 % |
System Score: | 2.212 | Sharpe Ratio: | 0.426 |
Start Date: | 2021-01-04 | End Date: | 2021-02-26 |
Total days: | 53 | ||
Commissions: | 4.00 | Comm.% P/L | 1.90 % |
Total Transactions: | 4 | Log. Linearity: | 52.708 % |
Total | Long | Short | ROLL | BMO | |
---|---|---|---|---|---|
Total Profit/Loss | 210.42 | 210.42 | 0.00 | -132.72 | 343.14 |
Total Profit | 210.42 | 210.42 | 0.00 | 0.00 | 343.14 |
Total Loss | 0.00 | 0.00 | 0.00 | 132.72 | 0.00 |
Profit Factor | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Trades | 1 | 1 | 0 | 1 | 1 |
Winning Trades | 1 | 1 | 0 | 0 | 1 |
Losing Trades | 0 | 0 | 0 | 1 | 0 |
% Profitable | 100.00 | 100.00 | 0.00 | 0.00 | 100.00 |
Profit/Loss Per Trade % | 2.10 | 2.10 | 0.00 | -1.33 | 3.43 |
Profit Per Trade % | 2.10 | 2.10 | 0.00 | 0.00 | 3.43 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 1.33 | 0.00 |
Days In Trade | 6 | 6 | 0 | 6 | 6 |
Days In Trade (Avg. Per Trade) | 6.00 | 6.00 | 0.00 | 6.00 | 6.00 |
% Days In Trade | 11.32 | 11.32 | 0.00 | 11.32 | 11.32 |