Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AON | Aon PLC | Financial Services | Insurance Brokers | 61740 | 0.0087 | 311.02 | 911444 |
AJG | Arthur J Gallagher & Co | Financial Services | Insurance Brokers | 51851 | 0.0101 | 237.52 | 832212 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | 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: | 9486.50 |
Total net P/L: | -513.50 | Total ROI: | -5.13 % |
CAGR: | -4.15 % | Max. DD: | 24.39 % |
System Score: | -0.635 | Sharpe Ratio: | -0.158 |
Start Date: | 2020-01-02 | End Date: | 2021-03-31 |
Total days: | 454 | ||
Commissions: | 56.00 | Comm.% P/L | 12.24 % |
Total Transactions: | 56 | Log. Linearity: | 53.491 % |
Total | Long | Short | AON | AJG | |
---|---|---|---|---|---|
Total Profit/Loss | -457.50 | -1664.79 | 1207.29 | -1409.07 | 951.57 |
Total Profit | 1899.03 | 549.95 | 1349.08 | 2746.50 | 3835.71 |
Total Loss | 2356.53 | 2214.74 | 141.79 | 4155.57 | 2884.14 |
Profit Factor | 0.81 | 0.25 | 9.51 | 0.66 | 1.33 |
Trades | 14 | 8 | 6 | 14 | 14 |
Winning Trades | 8 | 4 | 4 | 9 | 5 |
Losing Trades | 6 | 4 | 2 | 5 | 9 |
% Profitable | 57.00 | 50.00 | 66.00 | 64.00 | 35.00 |
Profit/Loss Per Trade % | -0.34 | -1.99 | 1.91 | -1.18 | 0.37 |
Profit Per Trade % | 2.29 | 1.32 | 3.26 | 2.96 | 7.02 |
Loss Per Trade % | 3.60 | 5.06 | 0.74 | 7.57 | 3.06 |
Days In Trade | 228 | 141 | 87 | 228 | 228 |
Days In Trade (Avg. Per Trade) | 16.29 | 17.62 | 14.50 | 16.29 | 16.29 |
% Days In Trade | 50.22 | 31.06 | 19.16 | 50.22 | 50.22 |