Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
TTEK | Tetra Tech Inc | Industrials | Engineering & Construction | 9644 | 0.0072 | 36.6 | 2335162 |
KBR | KBR Inc | Industrials | Engineering & Construction | 6178 | 0.0138 | 47.62 | 1506780 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | EMA | 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: | 9925.98 |
Total net P/L: | -74.02 | Total ROI: | -0.74 % |
CAGR: | -0.14 % | Max. DD: | 54.96 % |
System Score: | -0.012 | Sharpe Ratio: | 0.287 |
Start Date: | 2016-01-04 | End Date: | 2021-03-31 |
Total days: | 1913 | ||
Commissions: | 520.44 | Comm.% P/L | 116.58 % |
Total Transactions: | 224 | Log. Linearity: | 43.537 % |
Total | ![]() |
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TTEK | KBR | |
---|---|---|---|---|---|
Total Profit/Loss | 446.42 | 1989.96 | -1543.55 | 3994.74 | -3548.33 |
Total Profit | 21878.58 | 9781.90 | 12096.68 | 19259.97 | 20873.03 |
Total Loss | 21432.17 | 7791.94 | 13640.23 | 15265.23 | 24421.36 |
Profit Factor | 1.02 | 1.26 | 0.89 | 1.26 | 0.85 |
Trades | 56 | 24 | 32 | 56 | 56 |
Winning Trades | 35 | 16 | 19 | 32 | 34 |
Losing Trades | 21 | 8 | 13 | 24 | 22 |
% Profitable | 62.00 | 66.00 | 59.00 | 57.00 | 60.00 |
Profit/Loss Per Trade % | 0.06 | 0.75 | -0.45 | 0.16 | -0.36 |
Profit Per Trade % | 5.07 | 4.79 | 5.31 | 4.16 | 4.93 |
Loss Per Trade % | 7.50 | 6.58 | 8.07 | 4.63 | 7.68 |
Days In Trade | 735 | 280 | 455 | 735 | 735 |
Days In Trade (Avg. Per Trade) | 13.12 | 11.67 | 14.22 | 13.12 | 13.12 |
% Days In Trade | 38.42 | 14.64 | 23.78 | 38.42 | 38.42 |