Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
LBTYA | Liberty Global PLC | Communication Services | Telecom Services | 6389 | 16.25 | 1737560 | |
AXTA | Axalta Coating Systems Ltd | Basic Materials | Specialty Chemicals | 6866 | 31.11 | 2122183 |
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: | 16200.30 |
Total net P/L: | 6200.30 | Total ROI: | 62.00 % |
CAGR: | 62.22 % | Max. DD: | 6.84 % |
System Score: | 55.229 | Sharpe Ratio: | 2.617 |
Start Date: | 2018-06-01 | End Date: | 2019-05-31 |
Total days: | 364 | ||
Commissions: | 153.49 | Comm.% P/L | 2.42 % |
Total Transactions: | 64 | Log. Linearity: | 96.106 % |
Total | Long | Short | LBTYA | AXTA | |
---|---|---|---|---|---|
Total Profit/Loss | 6353.79 | 2899.16 | 3454.63 | 8001.79 | -1648.00 |
Total Profit | 6516.83 | 2899.16 | 3617.67 | 8184.41 | 1405.52 |
Total Loss | 163.04 | 0.00 | 163.04 | 182.62 | 3053.52 |
Profit Factor | 39.97 | 0.00 | 22.19 | 44.82 | 0.46 |
Trades | 16 | 7 | 9 | 16 | 16 |
Winning Trades | 14 | 7 | 7 | 15 | 10 |
Losing Trades | 2 | 0 | 2 | 1 | 6 |
% Profitable | 87.00 | 100.00 | 77.00 | 93.00 | 62.00 |
Profit/Loss Per Trade % | 3.14 | 3.52 | 2.84 | 3.94 | -0.84 |
Profit Per Trade % | 3.70 | 3.52 | 3.88 | 4.32 | 1.12 |
Loss Per Trade % | 0.71 | 0.00 | 0.71 | 1.65 | 3.98 |
Days In Trade | 146 | 62 | 84 | 146 | 146 |
Days In Trade (Avg. Per Trade) | 9.12 | 8.86 | 9.33 | 9.12 | 9.12 |
% Days In Trade | 40.11 | 17.03 | 23.08 | 40.11 | 40.11 |