Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
RRC | Range Resources Corp | Energy | Oil & Gas E&P | 8556 | 0.0091 | 35.27 | 2619446 |
VEL | Velocity Financial Llc | Financial Services | Mortgage Finance | 530 | 16.63 | 20255 |
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: | 14557.10 |
Total net P/L: | 4557.10 | Total ROI: | 45.57 % |
CAGR: | 13259.72 % | Max. DD: | 1.33 % |
System Score: | 5269.012 | Sharpe Ratio: | 1.181 |
Start Date: | 2021-04-27 | End Date: | 2021-05-25 |
Total days: | 28 | ||
Commissions: | 20.47 | Comm.% P/L | 0.45 % |
Total Transactions: | 4 | Log. Linearity: | 73.519 % |
Total | Long | Short | RRC | VEL | |
---|---|---|---|---|---|
Total Profit/Loss | 4577.57 | 0.00 | 4577.57 | 516.32 | 4061.25 |
Total Profit | 4577.57 | 0.00 | 4577.57 | 516.32 | 4061.25 |
Total Loss | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Profit Factor | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Trades | 1 | 0 | 1 | 1 | 1 |
Winning Trades | 1 | 0 | 1 | 1 | 1 |
Losing Trades | 0 | 0 | 0 | 0 | 0 |
% Profitable | 100.00 | 0.00 | 100.00 | 100.00 | 100.00 |
Profit/Loss Per Trade % | 45.82 | 0.00 | 45.82 | 5.17 | 40.65 |
Profit Per Trade % | 45.82 | 0.00 | 45.82 | 5.17 | 40.65 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Days In Trade | 4 | 0 | 4 | 4 | 4 |
Days In Trade (Avg. Per Trade) | 4.00 | 0.00 | 4.00 | 4.00 | 4.00 |
% Days In Trade | 14.29 | 0.00 | 14.29 | 14.29 | 14.29 |