Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
F | Ford Motor Company | Consumer Cyclical | Auto Manufacturers | 51180 | 0.0466 | 12.94 | 52480909 |
VTI | Vanguard Total Stock Market Index Fund ETF Shares | 494625 | 0.0114 | 250.59 | 3245558 |
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: | 10916.24 |
Total net P/L: | 916.24 | Total ROI: | 9.16 % |
CAGR: | 1.63 % | Max. DD: | 27.95 % |
System Score: | 0.002 | Sharpe Ratio: | 0.424 |
Start Date: | 2016-01-04 | End Date: | 2021-05-31 |
Total days: | 1974 | ||
Commissions: | 1133.39 | Comm.% P/L | 55.30 % |
Total Transactions: | 336 | Log. Linearity: | 11.264 % |
Total | Long | Short | F | VTI | |
---|---|---|---|---|---|
Total Profit/Loss | 2049.63 | 2858.78 | -809.15 | -59.28 | 2108.91 |
Total Profit | 18351.97 | 11221.28 | 7130.69 | 21953.55 | 11803.08 |
Total Loss | 16302.34 | 8362.50 | 7939.84 | 22012.83 | 9694.17 |
Profit Factor | 1.13 | 1.34 | 0.90 | 1.00 | 1.22 |
Trades | 84 | 48 | 36 | 84 | 84 |
Winning Trades | 56 | 31 | 25 | 52 | 48 |
Losing Trades | 28 | 17 | 11 | 32 | 36 |
% Profitable | 66.00 | 64.00 | 69.00 | 61.00 | 57.00 |
Profit/Loss Per Trade % | 0.22 | 0.50 | -0.14 | -0.18 | 0.14 |
Profit Per Trade % | 2.96 | 3.30 | 2.55 | 3.75 | 2.13 |
Loss Per Trade % | 4.87 | 4.28 | 5.79 | 5.66 | 2.40 |
Days In Trade | 1035 | 632 | 403 | 1035 | 1035 |
Days In Trade (Avg. Per Trade) | 12.32 | 13.17 | 11.19 | 12.32 | 12.32 |
% Days In Trade | 52.43 | 32.02 | 20.42 | 52.43 | 52.43 |