Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
EMKR | EMCORE Corporation | Technology | Semiconductors | 23 | 2.93 | 67764 | |
LEG | Leggett & Platt Incorporated | Consumer Cyclical | Furnishings, Fixtures & Appliances | 2435 | 0.1011 | 17.96 | 1498729 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
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: | 1000.00 | Final Equity: | 1036.17 |
Total net P/L: | 36.17 | Total ROI: | 3.62 % |
CAGR: | 16.28 % | Max. DD: | 34.79 % |
System Score: | 0.000 | Sharpe Ratio: | 0.276 |
Start Date: | 2021-01-04 | End Date: | 2021-03-31 |
Total days: | 86 | ||
Commissions: | 12.18 | Comm.% P/L | 25.19 % |
Total Transactions: | 12 | Log. Linearity: | 1.052 % |
Total | Long | Short | EMKR | LEG | |
---|---|---|---|---|---|
Total Profit/Loss | 48.35 | 121.04 | -72.69 | 45.50 | 2.85 |
Total Profit | 155.74 | 155.74 | 0.00 | 126.02 | 41.49 |
Total Loss | 107.39 | 34.70 | 72.69 | 80.52 | 38.64 |
Profit Factor | 1.45 | 4.49 | 0.00 | 1.57 | 1.07 |
Trades | 3 | 2 | 1 | 3 | 3 |
Winning Trades | 1 | 1 | 0 | 2 | 2 |
Losing Trades | 2 | 1 | 1 | 1 | 1 |
% Profitable | 33.00 | 50.00 | 0.00 | 66.00 | 66.00 |
Profit/Loss Per Trade % | 1.57 | 5.77 | -6.32 | 1.56 | 0.11 |
Profit Per Trade % | 15.61 | 15.61 | 0.00 | 6.13 | 2.02 |
Loss Per Trade % | 4.77 | 3.23 | 6.32 | 7.00 | 3.60 |
Days In Trade | 32 | 11 | 21 | 32 | 32 |
Days In Trade (Avg. Per Trade) | 10.67 | 5.50 | 21.00 | 10.67 | 10.67 |
% Days In Trade | 37.21 | 12.79 | 24.42 | 37.21 | 37.21 |