Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BF.A | Brown-Forman Corporation | Consumer Defensive | Beverages - Wineries & Distilleries | 23220 | 0.0175 | 50.44 | 61337 |
BF.B | Brown-Forman Corporation | Consumer Defensive | Beverages - Wineries & Distilleries | 23220 | 0.0179 | 49.14 | 1544363 |
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: | 5270.30 |
Total net P/L: | 270.30 | Total ROI: | 5.41 % |
CAGR: | 2.67 % | Max. DD: | 7.71 % |
System Score: | 0.745 | Sharpe Ratio: | 0.792 |
Start Date: | 2019-04-08 | End Date: | 2021-04-07 |
Total days: | 730 | ||
Commissions: | 100.00 | Comm.% P/L | 27.01 % |
Total Transactions: | 100 | Log. Linearity: | 65.369 % |
Total | Long | Short | BF.A | BF.B | |
---|---|---|---|---|---|
Total Profit/Loss | 370.30 | 272.79 | 97.51 | -71.52 | 441.82 |
Total Profit | 537.59 | 307.12 | 230.47 | 1217.50 | 1400.38 |
Total Loss | 167.29 | 34.33 | 132.96 | 1289.02 | 958.56 |
Profit Factor | 3.21 | 8.95 | 1.73 | 0.94 | 1.46 |
Trades | 25 | 15 | 10 | 25 | 25 |
Winning Trades | 21 | 13 | 8 | 13 | 13 |
Losing Trades | 4 | 2 | 2 | 12 | 12 |
% Profitable | 84.00 | 86.00 | 80.00 | 52.00 | 52.00 |
Profit/Loss Per Trade % | 0.29 | 0.35 | 0.19 | -0.07 | 0.30 |
Profit Per Trade % | 0.49 | 0.46 | 0.55 | 1.79 | 2.04 |
Loss Per Trade % | 0.78 | 0.32 | 1.23 | 2.03 | 1.53 |
Days In Trade | 195 | 126 | 69 | 195 | 195 |
Days In Trade (Avg. Per Trade) | 7.80 | 8.40 | 6.90 | 7.80 | 7.80 |
% Days In Trade | 26.71 | 17.26 | 9.45 | 26.71 | 26.71 |