| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CMI | Cummins Inc | Industrials | Specialty Industrial Machinery | 65314 | 0 | 473.34 | 892419 |
| SSD | Simpson Manufacturing Company Inc | Basic Materials | Lumber & Wood Production | 7107 | 0.0068 | 170.76 | 279897 |
| 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: | 24954.01 |
| Total net P/L: | 14954.01 | Total ROI: | 149.54 % |
| CAGR: | 18.42 % | Max. DD: | 33.36 % |
| System Score: | 1.509 | Sharpe Ratio: | 1.949 |
| Start Date: | 2016-01-04 | End Date: | 2021-05-31 |
| Total days: | 1974 | ||
| Commissions: | 399.95 | Comm.% P/L | 2.60 % |
| Total Transactions: | 372 | Log. Linearity: | 43.428 % |
| Total | Long |
Short |
CMI | SSD | |
|---|---|---|---|---|---|
| Total Profit/Loss | 15353.96 | 2425.91 | 12928.05 | 4012.47 | 11341.49 |
| Total Profit | 30535.84 | 11484.51 | 19051.33 | 25641.37 | 31084.74 |
| Total Loss | 15181.88 | 9058.60 | 6123.28 | 21628.90 | 19743.25 |
| Profit Factor | 2.01 | 1.27 | 3.11 | 1.19 | 1.57 |
| Trades | 93 | 44 | 49 | 93 | 93 |
| Winning Trades | 68 | 31 | 37 | 48 | 52 |
| Losing Trades | 25 | 13 | 12 | 45 | 41 |
| % Profitable | 73.00 | 70.00 | 75.00 | 51.00 | 55.00 |
| Profit/Loss Per Trade % | 1.02 | 0.08 | 1.88 | 0.08 | 0.78 |
| Profit Per Trade % | 3.34 | 2.55 | 4.02 | 3.90 | 4.35 |
| Loss Per Trade % | 4.88 | 5.39 | 4.33 | 3.74 | 3.50 |
| Days In Trade | 1130 | 580 | 550 | 1130 | 1130 |
| Days In Trade (Avg. Per Trade) | 12.15 | 13.18 | 11.22 | 12.15 | 12.15 |
| % Days In Trade | 57.24 | 29.38 | 27.86 | 57.24 | 57.24 |