Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
UA | Under Armour Inc C | Consumer Cyclical | Apparel Manufacturing | 2796 | 6.3 | 3349259 | |
UAA | Under Armour Inc A | Consumer Cyclical | Apparel Manufacturing | 2811 | 6.55 | 6740091 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 5000.00 | Final Equity: | 5063.31 |
Total net P/L: | 63.31 | Total ROI: | 1.27 % |
CAGR: | 1.27 % | Max. DD: | 1.88 % |
System Score: | 0.037 | Sharpe Ratio: | 0.458 |
Start Date: | 2020-04-08 | End Date: | 2021-04-07 |
Total days: | 364 | ||
Commissions: | 59.25 | Comm.% P/L | 48.34 % |
Total Transactions: | 52 | Log. Linearity: | 30.870 % |
Total | Long | Short | UA | UAA | |
---|---|---|---|---|---|
Total Profit/Loss | 122.56 | -26.75 | 149.31 | -132.21 | 254.77 |
Total Profit | 212.54 | 63.23 | 149.31 | 1008.33 | 1327.73 |
Total Loss | 89.98 | 89.98 | 0.00 | 1140.54 | 1072.96 |
Profit Factor | 2.36 | 0.70 | 0.00 | 0.88 | 1.24 |
Trades | 13 | 9 | 4 | 13 | 13 |
Winning Trades | 10 | 6 | 4 | 7 | 7 |
Losing Trades | 3 | 3 | 0 | 6 | 6 |
% Profitable | 76.00 | 66.00 | 100.00 | 53.00 | 53.00 |
Profit/Loss Per Trade % | 0.19 | -0.06 | 0.74 | -0.30 | 0.30 |
Profit Per Trade % | 0.42 | 0.21 | 0.74 | 2.82 | 3.71 |
Loss Per Trade % | 0.59 | 0.59 | 0.00 | 3.73 | 3.51 |
Days In Trade | 153 | 126 | 27 | 153 | 153 |
Days In Trade (Avg. Per Trade) | 11.77 | 14.00 | 6.75 | 11.77 | 11.77 |
% Days In Trade | 42.03 | 34.62 | 7.42 | 42.03 | 42.03 |