Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
LBTYA | Liberty Global PLC | Communication Services | Telecom Services | 6517 | 16.93 | 1807630 | |
AXTA | Axalta Coating Systems Ltd | Basic Materials | Specialty Chemicals | 7479 | 34.28 | 2104085 |
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: | 15181.93 |
Total net P/L: | 5181.94 | Total ROI: | 51.82 % |
CAGR: | 52.52 % | Max. DD: | 30.03 % |
System Score: | 2.149 | Sharpe Ratio: | 1.311 |
Start Date: | 2019-06-03 | End Date: | 2020-05-29 |
Total days: | 361 | ||
Commissions: | 157.55 | Comm.% P/L | 2.95 % |
Total Transactions: | 60 | Log. Linearity: | 34.459 % |
Total | Long | Short | LBTYA | AXTA | |
---|---|---|---|---|---|
Total Profit/Loss | 5339.48 | 1689.12 | 3650.36 | 2979.74 | 2359.75 |
Total Profit | 9888.20 | 2076.28 | 7811.93 | 5686.38 | 9301.57 |
Total Loss | 4548.72 | 387.16 | 4161.56 | 2706.64 | 6941.82 |
Profit Factor | 2.17 | 5.36 | 1.88 | 2.10 | 1.34 |
Trades | 15 | 7 | 8 | 15 | 15 |
Winning Trades | 13 | 6 | 7 | 9 | 11 |
Losing Trades | 2 | 1 | 1 | 6 | 4 |
% Profitable | 86.00 | 85.00 | 87.00 | 60.00 | 73.00 |
Profit/Loss Per Trade % | 2.91 | 1.82 | 3.87 | 1.21 | 0.78 |
Profit Per Trade % | 6.37 | 2.71 | 9.61 | 4.64 | 7.07 |
Loss Per Trade % | 15.34 | 3.31 | 28.76 | 3.62 | 10.52 |
Days In Trade | 155 | 80 | 75 | 155 | 155 |
Days In Trade (Avg. Per Trade) | 10.33 | 11.43 | 9.38 | 10.33 | 10.33 |
% Days In Trade | 42.94 | 22.16 | 20.78 | 42.94 | 42.94 |