Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BELFA | Bel Fuse A Inc | Technology | Electronic Components | 777 | 0.0034 | 71.07 | 6273 |
BELFB | Bel Fuse B Inc | Technology | Electronic Components | 777 | 0.0047 | 60.7 | 125379 |
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: | 10439.28 |
Total net P/L: | 5439.28 | Total ROI: | 108.79 % |
CAGR: | 109.21 % | Max. DD: | 4.41 % |
System Score: | 83.480 | Sharpe Ratio: | 3.469 |
Start Date: | 2020-04-08 | End Date: | 2021-04-07 |
Total days: | 364 | ||
Commissions: | 109.46 | Comm.% P/L | 1.97 % |
Total Transactions: | 68 | Log. Linearity: | 91.434 % |
Total | Long | Short | BELFA | BELFB | |
---|---|---|---|---|---|
Total Profit/Loss | 5548.74 | 2038.38 | 3510.36 | 3980.13 | 1568.61 |
Total Profit | 5548.74 | 2038.38 | 3510.36 | 4663.95 | 2544.29 |
Total Loss | 0.00 | 0.00 | 0.00 | 683.82 | 975.68 |
Profit Factor | 0.00 | 0.00 | 0.00 | 6.82 | 2.61 |
Trades | 17 | 7 | 10 | 17 | 17 |
Winning Trades | 17 | 7 | 10 | 14 | 11 |
Losing Trades | 0 | 0 | 0 | 3 | 6 |
% Profitable | 100.00 | 100.00 | 100.00 | 82.00 | 64.00 |
Profit/Loss Per Trade % | 4.51 | 3.47 | 5.25 | 3.40 | 1.03 |
Profit Per Trade % | 4.51 | 3.47 | 5.25 | 4.70 | 2.98 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 2.43 | 2.42 |
Days In Trade | 93 | 39 | 54 | 93 | 93 |
Days In Trade (Avg. Per Trade) | 5.47 | 5.57 | 5.40 | 5.47 | 5.47 |
% Days In Trade | 25.55 | 10.71 | 14.84 | 25.55 | 25.55 |