Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
HD | Home Depot Inc | Consumer Cyclical | Home Improvement Retail | 332352 | 0.0268 | 336.11 | 3251475 |
LOW | Lowe's Companies Inc | Consumer Cyclical | Home Improvement Retail | 132308 | 0.019 | 231.23 | 2631214 |
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: | 9049.25 |
Total net P/L: | -950.75 | Total ROI: | -9.51 % |
CAGR: | -7.26 % | Max. DD: | 21.99 % |
System Score: | -0.003 | Sharpe Ratio: | -0.621 |
Start Date: | 2020-01-02 | End Date: | 2021-04-30 |
Total days: | 484 | ||
Commissions: | 80.00 | Comm.% P/L | 9.19 % |
Total Transactions: | 80 | Log. Linearity: | 7.019 % |
Total | Long | Short | HD | LOW | |
---|---|---|---|---|---|
Total Profit/Loss | -870.75 | -408.63 | -462.12 | 4151.75 | -5022.50 |
Total Profit | 1867.97 | 609.16 | 1258.81 | 5474.53 | 2399.23 |
Total Loss | 2738.72 | 1017.79 | 1720.93 | 1322.78 | 7421.73 |
Profit Factor | 0.68 | 0.60 | 0.73 | 4.14 | 0.32 |
Trades | 20 | 11 | 9 | 20 | 20 |
Winning Trades | 11 | 5 | 6 | 10 | 10 |
Losing Trades | 9 | 6 | 3 | 10 | 10 |
% Profitable | 55.00 | 45.00 | 66.00 | 50.00 | 50.00 |
Profit/Loss Per Trade % | -0.45 | -0.46 | -0.45 | 2.03 | -3.14 |
Profit Per Trade % | 1.95 | 1.40 | 2.40 | 5.72 | 2.78 |
Loss Per Trade % | 3.21 | 1.96 | 5.76 | 1.51 | 7.56 |
Days In Trade | 246 | 166 | 80 | 246 | 246 |
Days In Trade (Avg. Per Trade) | 12.30 | 15.09 | 8.89 | 12.30 | 12.30 |
% Days In Trade | 50.83 | 34.30 | 16.53 | 50.83 | 50.83 |