Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
LBTYA | Liberty Global PLC | Communication Services | Telecom Services | 6358 | 16.76 | 1728281 | |
AXTA | Axalta Coating Systems Ltd | Basic Materials | Specialty Chemicals | 7003 | 30.87 | 2118620 |
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: | 101885.07 |
Total net P/L: | 91885.07 | Total ROI: | 918.85 % |
CAGR: | 43.83 % | Max. DD: | 30.07 % |
System Score: | 36.552 | Sharpe Ratio: | 3.825 |
Start Date: | 2015-01-22 | End Date: | 2021-06-10 |
Total days: | 2331 | ||
Commissions: | 2377.19 | Comm.% P/L | 2.52 % |
Total Transactions: | 412 | Log. Linearity: | 94.125 % |
Total | Long | Short | LBTYA | AXTA | |
---|---|---|---|---|---|
Total Profit/Loss | 94262.26 | 42741.02 | 51521.23 | 80742.71 | 13519.55 |
Total Profit | 122468.66 | 49352.97 | 73115.69 | 101048.86 | 70534.30 |
Total Loss | 28206.40 | 6611.94 | 21594.45 | 20306.15 | 57014.75 |
Profit Factor | 4.34 | 7.46 | 3.39 | 4.98 | 1.24 |
Trades | 103 | 51 | 52 | 103 | 103 |
Winning Trades | 85 | 43 | 42 | 79 | 58 |
Losing Trades | 18 | 8 | 10 | 24 | 45 |
% Profitable | 82.00 | 84.00 | 80.00 | 76.00 | 56.00 |
Profit/Loss Per Trade % | 2.35 | 2.17 | 2.53 | 2.58 | -0.45 |
Profit Per Trade % | 4.20 | 3.47 | 4.95 | 4.40 | 3.21 |
Loss Per Trade % | 5.42 | 4.47 | 6.18 | 3.08 | 4.43 |
Days In Trade | 1071 | 569 | 502 | 1071 | 1071 |
Days In Trade (Avg. Per Trade) | 10.40 | 11.16 | 9.65 | 10.40 | 10.40 |
% Days In Trade | 45.95 | 24.41 | 21.54 | 45.95 | 45.95 |