Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
RRC | Range Resources Corp | Energy | Oil & Gas E&P | 8760 | 0.0089 | 36.11 | 2621465 |
VEL | Velocity Financial Llc | Financial Services | Mortgage Finance | 553 | 16.76 | 20370 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Inverted: | RRC | Transformed: | n/a | A=1000.0 B=0.1 | |
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: | 14175.90 |
Total net P/L: | 4175.90 | Total ROI: | 41.76 % |
CAGR: | 9353.03 % | Max. DD: | 13.67 % |
System Score: | 1895.802 | Sharpe Ratio: | 1.036 |
Start Date: | 2021-04-27 | End Date: | 2021-05-25 |
Total days: | 28 | ||
Commissions: | 44.88 | Comm.% P/L | 1.06 % |
Total Transactions: | 8 | Log. Linearity: | 58.742 % |
Total | Long | Short | RRC | VEL | |
---|---|---|---|---|---|
Total Profit/Loss | 4220.78 | -356.79 | 4577.57 | -1576.32 | 5797.10 |
Total Profit | 4577.57 | 0.00 | 4577.57 | 516.32 | 5797.10 |
Total Loss | 356.79 | 356.79 | 0.00 | 2092.64 | 0.00 |
Profit Factor | 12.83 | 0.00 | 0.00 | 0.25 | 0.00 |
Trades | 2 | 1 | 1 | 2 | 2 |
Winning Trades | 1 | 0 | 1 | 1 | 2 |
Losing Trades | 1 | 1 | 0 | 1 | 0 |
% Profitable | 50.00 | 0.00 | 100.00 | 50.00 | 100.00 |
Profit/Loss Per Trade % | 19.27 | -2.45 | 45.82 | -5.11 | 25.48 |
Profit Per Trade % | 45.82 | 0.00 | 45.82 | 5.17 | 25.48 |
Loss Per Trade % | 2.45 | 2.45 | 0.00 | 14.39 | 0.00 |
Days In Trade | 11 | 7 | 4 | 11 | 11 |
Days In Trade (Avg. Per Trade) | 5.50 | 7.00 | 4.00 | 5.50 | 5.50 |
% Days In Trade | 39.29 | 25.00 | 14.29 | 39.29 | 39.29 |