Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
TGT | Target Corporation | Consumer Defensive | Discount Stores | 76876 | 0.0266 | 164.44 | 4358558 |
WMT | Walmart Inc | Consumer Defensive | Discount Stores | 482435 | 0.0139 | 60.21 | 19260408 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
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: | 7545.00 |
Total net P/L: | -2455.00 | Total ROI: | -24.55 % |
CAGR: | -24.67 % | Max. DD: | 28.24 % |
System Score: | -11.939 | Sharpe Ratio: | -1.019 |
Start Date: | 2020-01-02 | End Date: | 2020-12-30 |
Total days: | 363 | ||
Commissions: | 44.00 | Comm.% P/L | 1.82 % |
Total Transactions: | 44 | Log. Linearity: | 78.514 % |
Total | Long | Short | TGT | WMT | |
---|---|---|---|---|---|
Total Profit/Loss | -2411.00 | -1054.43 | -1356.57 | -1311.18 | -1099.82 |
Total Profit | 1836.67 | 744.46 | 1092.21 | 1744.88 | 1149.18 |
Total Loss | 4247.67 | 1798.89 | 2448.78 | 3056.06 | 2249.00 |
Profit Factor | 0.43 | 0.41 | 0.45 | 0.57 | 0.51 |
Trades | 11 | 5 | 6 | 11 | 11 |
Winning Trades | 4 | 2 | 2 | 4 | 3 |
Losing Trades | 7 | 3 | 4 | 7 | 8 |
% Profitable | 36.00 | 40.00 | 33.00 | 36.00 | 27.00 |
Profit/Loss Per Trade % | -2.48 | -2.27 | -2.66 | -1.50 | -1.03 |
Profit Per Trade % | 5.79 | 4.32 | 7.28 | 5.11 | 4.95 |
Loss Per Trade % | 6.57 | 6.20 | 6.84 | 4.66 | 3.13 |
Days In Trade | 190 | 90 | 100 | 190 | 190 |
Days In Trade (Avg. Per Trade) | 17.27 | 18.00 | 16.67 | 17.27 | 17.27 |
% Days In Trade | 52.34 | 24.79 | 27.55 | 52.34 | 52.34 |