Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CMI | Cummins Inc | Industrials | Specialty Industrial Machinery | 39854 | 0.0231 | 287.56 | 1558899 |
SSD | Simpson Manufacturing Company Inc | Basic Materials | Lumber & Wood Production | 7825 | 0.0059 | 184.38 | 214343 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | 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: | 25522.80 |
Total net P/L: | 15522.80 | Total ROI: | 155.23 % |
CAGR: | 18.92 % | Max. DD: | 31.88 % |
System Score: | 1.957 | Sharpe Ratio: | 1.982 |
Start Date: | 2016-01-04 | End Date: | 2021-05-31 |
Total days: | 1974 | ||
Commissions: | 404.89 | Comm.% P/L | 2.54 % |
Total Transactions: | 376 | Log. Linearity: | 46.942 % |
Total | Long | Short | CMI | SSD | |
---|---|---|---|---|---|
Total Profit/Loss | 15927.69 | 2556.47 | 13371.22 | 4413.50 | 11514.19 |
Total Profit | 31179.67 | 11664.99 | 19514.68 | 26187.60 | 31515.35 |
Total Loss | 15251.98 | 9108.52 | 6143.46 | 21774.10 | 20001.16 |
Profit Factor | 2.04 | 1.28 | 3.18 | 1.20 | 1.58 |
Trades | 94 | 44 | 50 | 94 | 94 |
Winning Trades | 69 | 31 | 38 | 50 | 52 |
Losing Trades | 25 | 13 | 12 | 44 | 42 |
% Profitable | 73.00 | 70.00 | 76.00 | 53.00 | 55.00 |
Profit/Loss Per Trade % | 1.04 | 0.08 | 1.89 | 0.12 | 0.76 |
Profit Per Trade % | 3.33 | 2.55 | 3.97 | 3.78 | 4.33 |
Loss Per Trade % | 4.88 | 5.38 | 4.33 | 3.79 | 3.42 |
Days In Trade | 1149 | 580 | 569 | 1149 | 1149 |
Days In Trade (Avg. Per Trade) | 12.22 | 13.18 | 11.38 | 12.22 | 12.22 |
% Days In Trade | 58.21 | 29.38 | 28.82 | 58.21 | 58.21 |