Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SENEA | Seneca Foods Corp A | Consumer Defensive | Packaged Foods | 410 | 56.96 | 49320 | |
SENEB | Seneca Foods Corp B | Consumer Defensive | Packaged Foods | 407 | 0 | 52.01 | 450 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 14592.91 |
Total net P/L: | 4592.91 | Total ROI: | 45.93 % |
CAGR: | 78.11 % | Max. DD: | 4.15 % |
System Score: | 68.716 | Sharpe Ratio: | 3.014 |
Start Date: | 2021-01-04 | End Date: | 2021-08-31 |
Total days: | 239 | ||
Commissions: | 48.00 | Comm.% P/L | 1.03 % |
Total Transactions: | 48 | Log. Linearity: | 95.821 % |
Total | Long | Short | SENEA | SENEB | |
---|---|---|---|---|---|
Total Profit/Loss | 4640.91 | 2503.46 | 2137.45 | 1038.16 | 3602.75 |
Total Profit | 4640.91 | 2503.46 | 2137.45 | 1508.92 | 3846.29 |
Total Loss | 0.00 | 0.00 | 0.00 | 470.76 | 243.54 |
Profit Factor | 0.00 | 0.00 | 0.00 | 3.21 | 15.79 |
Trades | 12 | 6 | 6 | 12 | 12 |
Winning Trades | 12 | 6 | 6 | 8 | 11 |
Losing Trades | 0 | 0 | 0 | 4 | 1 |
% Profitable | 100.00 | 100.00 | 100.00 | 66.00 | 91.00 |
Profit/Loss Per Trade % | 3.23 | 3.43 | 3.03 | 0.77 | 2.44 |
Profit Per Trade % | 3.23 | 3.43 | 3.03 | 1.60 | 2.87 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 0.85 | 2.15 |
Days In Trade | 74 | 46 | 28 | 74 | 74 |
Days In Trade (Avg. Per Trade) | 6.17 | 7.67 | 4.67 | 6.17 | 6.17 |
% Days In Trade | 30.96 | 19.25 | 11.72 | 30.96 | 30.96 |