Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
TTEK | Tetra Tech Inc | Industrials | Engineering & Construction | 9874 | 0.0056 | 184.67 | 291869 |
KBR | KBR Inc | Industrials | Engineering & Construction | 8439 | 0.0096 | 62.67 | 1385672 |
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: | 5213.21 |
Total net P/L: | -4786.79 | Total ROI: | -47.87 % |
CAGR: | -40.77 % | Max. DD: | 48.49 % |
System Score: | -26.899 | Sharpe Ratio: | -1.603 |
Start Date: | 2020-01-02 | End Date: | 2021-03-31 |
Total days: | 454 | ||
Commissions: | 58.60 | Comm.% P/L | 1.24 % |
Total Transactions: | 48 | Log. Linearity: | 87.058 % |
Total | Long | Short | TTEK | KBR | |
---|---|---|---|---|---|
Total Profit/Loss | -4728.19 | -2891.44 | -1836.75 | 120.05 | -4848.24 |
Total Profit | 1560.83 | 0.00 | 1560.83 | 3863.57 | 2110.58 |
Total Loss | 6289.02 | 2891.44 | 3397.58 | 3743.52 | 6958.82 |
Profit Factor | 0.25 | 0.00 | 0.46 | 1.03 | 0.30 |
Trades | 12 | 4 | 8 | 12 | 12 |
Winning Trades | 4 | 0 | 4 | 6 | 4 |
Losing Trades | 8 | 4 | 4 | 6 | 8 |
% Profitable | 33.00 | 0.00 | 50.00 | 50.00 | 33.00 |
Profit/Loss Per Trade % | -5.22 | -10.21 | -2.62 | -1.13 | -4.98 |
Profit Per Trade % | 5.80 | 0.00 | 5.80 | 8.04 | 8.03 |
Loss Per Trade % | 10.06 | 9.91 | 10.20 | 8.84 | 10.34 |
Days In Trade | 179 | 69 | 110 | 179 | 179 |
Days In Trade (Avg. Per Trade) | 14.92 | 17.25 | 13.75 | 14.92 | 14.92 |
% Days In Trade | 39.43 | 15.20 | 24.23 | 39.43 | 39.43 |