Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CMI | Cummins Inc | Industrials | Specialty Industrial Machinery | 39980 | 0.023 | 291.61 | 1555427 |
SSD | Simpson Manufacturing Company Inc | Basic Materials | Lumber & Wood Production | 7199 | 0.0064 | 170.82 | 227585 |
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 |