Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
LBTYA | Liberty Global PLC | Communication Services | Telecom Services | 3573 | 9.97 | 2159018 | |
AXTA | Axalta Coating Systems Ltd | Basic Materials | Specialty Chemicals | 6670 | 30.52 | 2136964 |
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: | 18078.56 |
Total net P/L: | 8078.56 | Total ROI: | 80.79 % |
CAGR: | 81.08 % | Max. DD: | 10.35 % |
System Score: | 70.819 | Sharpe Ratio: | 2.819 |
Start Date: | 2020-06-01 | End Date: | 2021-05-31 |
Total days: | 364 | ||
Commissions: | 153.29 | Comm.% P/L | 1.86 % |
Total Transactions: | 56 | Log. Linearity: | 95.590 % |
Total | ![]() |
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LBTYA | AXTA | |
---|---|---|---|---|---|
Total Profit/Loss | 8231.85 | 3165.95 | 5065.90 | 5291.52 | 2940.34 |
Total Profit | 8231.85 | 3165.95 | 5065.90 | 5908.20 | 4542.33 |
Total Loss | 0.00 | 0.00 | 0.00 | 616.69 | 1601.99 |
Profit Factor | 0.00 | 0.00 | 0.00 | 9.58 | 2.84 |
Trades | 14 | 7 | 7 | 14 | 14 |
Winning Trades | 14 | 7 | 7 | 12 | 10 |
Losing Trades | 0 | 0 | 0 | 2 | 4 |
% Profitable | 100.00 | 100.00 | 100.00 | 85.00 | 71.00 |
Profit/Loss Per Trade % | 4.40 | 3.54 | 5.27 | 2.89 | 1.41 |
Profit Per Trade % | 4.40 | 3.54 | 5.27 | 3.76 | 3.28 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 2.21 | 3.08 |
Days In Trade | 140 | 76 | 64 | 140 | 140 |
Days In Trade (Avg. Per Trade) | 10.00 | 10.86 | 9.14 | 10.00 | 10.00 |
% Days In Trade | 38.46 | 20.88 | 17.58 | 38.46 | 38.46 |