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: | 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: | 16480.82 |
Total net P/L: | 6480.82 | Total ROI: | 64.81 % |
CAGR: | 65.26 % | Max. DD: | 14.36 % |
System Score: | 49.199 | Sharpe Ratio: | 1.666 |
Start Date: | 2020-01-02 | End Date: | 2020-12-30 |
Total days: | 363 | ||
Commissions: | 68.06 | Comm.% P/L | 1.04 % |
Total Transactions: | 68 | Log. Linearity: | 91.012 % |
Total | Long | Short | CMI | SSD | |
---|---|---|---|---|---|
Total Profit/Loss | 6548.88 | 2364.54 | 4184.34 | -3537.16 | 10086.04 |
Total Profit | 7673.54 | 3384.48 | 4289.06 | 5027.95 | 12501.54 |
Total Loss | 1124.66 | 1019.94 | 104.72 | 8565.11 | 2415.50 |
Profit Factor | 6.82 | 3.32 | 40.96 | 0.59 | 5.18 |
Trades | 17 | 9 | 8 | 17 | 17 |
Winning Trades | 14 | 8 | 6 | 9 | 13 |
Losing Trades | 3 | 1 | 2 | 8 | 4 |
% Profitable | 82.00 | 88.00 | 75.00 | 52.00 | 76.00 |
Profit/Loss Per Trade % | 3.02 | 1.78 | 4.42 | -2.41 | 4.80 |
Profit Per Trade % | 4.52 | 3.39 | 6.06 | 4.32 | 7.94 |
Loss Per Trade % | 3.52 | 10.20 | 0.34 | 9.11 | 4.76 |
Days In Trade | 199 | 103 | 96 | 199 | 199 |
Days In Trade (Avg. Per Trade) | 11.71 | 11.44 | 12.00 | 11.71 | 11.71 |
% Days In Trade | 54.82 | 28.37 | 26.45 | 54.82 | 54.82 |