Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AMX | America Movil SAB de CV ADR | Communication Services | Telecom Services | 57263 | 0.0291 | 18.3 | 1783991 |
AMOV | America Movil SAB de CV ADR Class A | Communication Services | Telecom Services | 65611 | 0.0306 | 20.75 | 3641 |
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: | 10000.00 | Final Equity: | 18006.98 |
Total net P/L: | 8006.98 | Total ROI: | 80.07 % |
CAGR: | 55.82 % | Max. DD: | 7.91 % |
System Score: | 51.184 | Sharpe Ratio: | 2.783 |
Start Date: | 2020-01-02 | End Date: | 2021-04-30 |
Total days: | 484 | ||
Commissions: | 423.45 | Comm.% P/L | 5.02 % |
Total Transactions: | 80 | Log. Linearity: | 97.148 % |
Total | Long | Short | AMX | AMOV | |
---|---|---|---|---|---|
Total Profit/Loss | 8430.43 | 4306.01 | 4124.42 | -2104.37 | 10534.80 |
Total Profit | 8430.43 | 4306.01 | 4124.42 | 2989.66 | 11576.92 |
Total Loss | 0.00 | 0.00 | 0.00 | 5094.03 | 1042.13 |
Profit Factor | 0.00 | 0.00 | 0.00 | 0.59 | 11.11 |
Trades | 20 | 10 | 10 | 20 | 20 |
Winning Trades | 20 | 10 | 10 | 7 | 15 |
Losing Trades | 0 | 0 | 0 | 13 | 5 |
% Profitable | 100.00 | 100.00 | 100.00 | 35.00 | 75.00 |
Profit/Loss Per Trade % | 3.14 | 3.10 | 3.18 | -0.92 | 3.92 |
Profit Per Trade % | 3.14 | 3.10 | 3.18 | 3.20 | 5.81 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 3.03 | 1.56 |
Days In Trade | 62 | 33 | 29 | 62 | 62 |
Days In Trade (Avg. Per Trade) | 3.10 | 3.30 | 2.90 | 3.10 | 3.10 |
% Days In Trade | 12.81 | 6.82 | 5.99 | 12.81 | 12.81 |