Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CMI | Cummins Inc | Industrials | Specialty Industrial Machinery | 40029 | 0.023 | 292.34 | 1557367 |
SSD | Simpson Manufacturing Company Inc | Basic Materials | Lumber & Wood Production | 7199 | 0.0064 | 169.62 | 225332 |
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: | 15989.20 |
Total net P/L: | 5989.20 | Total ROI: | 59.89 % |
CAGR: | 60.10 % | Max. DD: | 9.85 % |
System Score: | 49.675 | Sharpe Ratio: | 2.258 |
Start Date: | 2020-06-01 | End Date: | 2021-05-31 |
Total days: | 364 | ||
Commissions: | 80.00 | Comm.% P/L | 1.32 % |
Total Transactions: | 80 | Log. Linearity: | 93.848 % |
Total | Long | Short | CMI | SSD | |
---|---|---|---|---|---|
Total Profit/Loss | 6069.20 | 3503.72 | 2565.48 | 2907.44 | 3161.76 |
Total Profit | 6923.13 | 4132.56 | 2790.57 | 6115.46 | 7117.07 |
Total Loss | 853.93 | 628.84 | 225.09 | 3208.02 | 3955.31 |
Profit Factor | 8.11 | 6.57 | 12.40 | 1.91 | 1.80 |
Trades | 20 | 11 | 9 | 20 | 20 |
Winning Trades | 18 | 10 | 8 | 13 | 14 |
Losing Trades | 2 | 1 | 1 | 7 | 6 |
% Profitable | 90.00 | 90.00 | 88.00 | 65.00 | 70.00 |
Profit/Loss Per Trade % | 2.41 | 2.53 | 2.25 | 0.92 | 1.31 |
Profit Per Trade % | 2.99 | 3.19 | 2.73 | 3.40 | 3.94 |
Loss Per Trade % | 2.68 | 3.88 | 1.49 | 3.50 | 4.49 |
Days In Trade | 167 | 86 | 81 | 167 | 167 |
Days In Trade (Avg. Per Trade) | 8.35 | 7.82 | 9.00 | 8.35 | 8.35 |
% Days In Trade | 45.88 | 23.63 | 22.25 | 45.88 | 45.88 |