Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CRD.A | Crawford & Company | Financial Services | Insurance Brokers | 470 | 0.0305 | 9.4 | 92865 |
CRD.B | Crawford & Company | Financial Services | Insurance Brokers | 466 | 0.031 | 9.15 | 20047 |
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: | 18202.29 |
Total net P/L: | 8202.29 | Total ROI: | 82.02 % |
CAGR: | 61.86 % | Max. DD: | 9.64 % |
System Score: | 48.354 | Sharpe Ratio: | 2.296 |
Start Date: | 2020-01-02 | End Date: | 2021-03-31 |
Total days: | 454 | ||
Commissions: | 565.56 | Comm.% P/L | 6.45 % |
Total Transactions: | 60 | Log. Linearity: | 92.119 % |
Total | Long | Short | CRD.A | CRD.B | |
---|---|---|---|---|---|
Total Profit/Loss | 8767.85 | 4304.25 | 4463.60 | 7698.68 | 1069.17 |
Total Profit | 9713.71 | 4747.21 | 4966.50 | 12004.01 | 7441.95 |
Total Loss | 945.86 | 442.96 | 502.90 | 4305.33 | 6372.78 |
Profit Factor | 10.27 | 10.72 | 9.88 | 2.79 | 1.17 |
Trades | 15 | 9 | 6 | 15 | 15 |
Winning Trades | 12 | 7 | 5 | 11 | 9 |
Losing Trades | 3 | 2 | 1 | 4 | 6 |
% Profitable | 80.00 | 77.00 | 83.00 | 73.00 | 60.00 |
Profit/Loss Per Trade % | 4.35 | 3.50 | 5.64 | 3.29 | 0.32 |
Profit Per Trade % | 5.98 | 4.98 | 7.39 | 7.72 | 6.11 |
Loss Per Trade % | 1.91 | 1.52 | 2.69 | 7.75 | 7.25 |
Days In Trade | 152 | 91 | 61 | 152 | 152 |
Days In Trade (Avg. Per Trade) | 10.13 | 10.11 | 10.17 | 10.13 | 10.13 |
% Days In Trade | 33.48 | 20.04 | 13.44 | 33.48 | 33.48 |