| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CMI | Cummins Inc | Industrials | Specialty Industrial Machinery | 68665 | 0.0145 | 497.44 | 902207 |
| SSD | Simpson Manufacturing Company Inc | Basic Materials | Lumber & Wood Production | 6928 | 0.0067 | 166.48 | 284860 |
| 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: | 1000.00 | Final Equity: | 1608.62 |
| Total net P/L: | 608.62 | Total ROI: | 60.86 % |
| CAGR: | 61.28 % | Max. DD: | 13.73 % |
| System Score: | 44.075 | Sharpe Ratio: | 1.631 |
| Start Date: | 2020-01-02 | End Date: | 2020-12-30 |
| Total days: | 363 | ||
| Commissions: | 68.00 | Comm.% P/L | 10.05 % |
| Total Transactions: | 68 | Log. Linearity: | 89.595 % |
| Total | Long |
Short |
CMI | SSD | |
|---|---|---|---|---|---|
| Total Profit/Loss | 676.62 | 239.19 | 437.43 | -299.96 | 976.58 |
| Total Profit | 774.91 | 333.44 | 441.47 | 479.95 | 1211.67 |
| Total Loss | 98.29 | 94.25 | 4.04 | 779.91 | 235.09 |
| Profit Factor | 7.88 | 3.54 | 109.27 | 0.62 | 5.15 |
| Trades | 17 | 9 | 8 | 17 | 17 |
| Winning Trades | 15 | 8 | 7 | 9 | 13 |
| Losing Trades | 2 | 1 | 1 | 8 | 4 |
| % Profitable | 88.00 | 88.00 | 87.00 | 52.00 | 76.00 |
| Profit/Loss Per Trade % | 3.16 | 1.86 | 4.64 | -2.06 | 4.67 |
| Profit Per Trade % | 4.30 | 3.37 | 5.36 | 4.14 | 7.73 |
| Loss Per Trade % | 4.75 | 9.44 | 0.26 | 8.32 | 4.64 |
| 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 |