Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ROST | Ross Stores Inc | Consumer Cyclical | Apparel Retail | 44710 | 0.011 | 133.34 | 2155559 |
TJX | The TJX Companies Inc | Consumer Cyclical | Apparel Retail | 105774 | 0.0161 | 93.36 | 5049011 |
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: | 15341.70 |
Total net P/L: | 5341.70 | Total ROI: | 53.42 % |
CAGR: | 21.01 % | Max. DD: | 10.43 % |
System Score: | 14.298 | Sharpe Ratio: | 1.745 |
Start Date: | 2019-01-02 | End Date: | 2021-03-31 |
Total days: | 819 | ||
Commissions: | 118.31 | Comm.% P/L | 2.17 % |
Total Transactions: | 112 | Log. Linearity: | 87.953 % |
Total | Long | Short | ROST | TJX | |
---|---|---|---|---|---|
Total Profit/Loss | 5460.02 | 2871.91 | 2588.11 | 1375.55 | 4084.47 |
Total Profit | 7981.56 | 4312.98 | 3668.58 | 10746.43 | 9316.70 |
Total Loss | 2521.54 | 1441.07 | 1080.47 | 9370.89 | 5232.23 |
Profit Factor | 3.17 | 2.99 | 3.40 | 1.15 | 1.78 |
Trades | 28 | 13 | 15 | 28 | 28 |
Winning Trades | 22 | 10 | 12 | 15 | 15 |
Losing Trades | 6 | 3 | 3 | 13 | 13 |
% Profitable | 78.00 | 76.00 | 80.00 | 53.00 | 53.00 |
Profit/Loss Per Trade % | 1.58 | 1.71 | 1.46 | -0.06 | 1.13 |
Profit Per Trade % | 3.03 | 3.49 | 2.65 | 5.69 | 5.00 |
Loss Per Trade % | 3.53 | 3.96 | 3.10 | 5.68 | 3.12 |
Days In Trade | 361 | 168 | 193 | 361 | 361 |
Days In Trade (Avg. Per Trade) | 12.89 | 12.92 | 12.87 | 12.89 | 12.89 |
% Days In Trade | 44.08 | 20.51 | 23.57 | 44.08 | 44.08 |