Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
LEVI | Levi Strauss & Co Class A | Consumer Cyclical | Apparel Manufacturing | 8179 | 0.0234 | 20.55 | 2345881 |
RL | Ralph Lauren Corp Class A | Consumer Cyclical | Apparel Manufacturing | 10130 | 0.0189 | 158.46 | 887694 |
Entry Threshold: | 1.70 | 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: | 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: | 13823.26 |
Total net P/L: | 3823.26 | Total ROI: | 38.23 % |
CAGR: | 55.16 % | Max. DD: | 15.41 % |
System Score: | 2.429 | Sharpe Ratio: | 1.507 |
Start Date: | 2021-01-04 | End Date: | 2021-09-30 |
Total days: | 269 | ||
Commissions: | 78.82 | Comm.% P/L | 2.02 % |
Total Transactions: | 44 | Log. Linearity: | 35.310 % |
Total | Long | Short | LEVI | RL | |
---|---|---|---|---|---|
Total Profit/Loss | 3902.08 | 3420.68 | 481.40 | 3083.85 | 818.23 |
Total Profit | 5839.39 | 3420.68 | 2418.71 | 5125.73 | 3064.00 |
Total Loss | 1937.31 | 0.00 | 1937.31 | 2041.88 | 2245.77 |
Profit Factor | 3.01 | 0.00 | 1.25 | 2.51 | 1.36 |
Trades | 11 | 6 | 5 | 11 | 11 |
Winning Trades | 9 | 6 | 3 | 7 | 4 |
Losing Trades | 2 | 0 | 2 | 4 | 6 |
% Profitable | 81.00 | 100.00 | 60.00 | 63.00 | 36.00 |
Profit/Loss Per Trade % | 3.04 | 4.58 | 1.23 | 2.52 | 0.43 |
Profit Per Trade % | 5.38 | 4.58 | 7.00 | 6.26 | 5.73 |
Loss Per Trade % | 6.52 | 0.00 | 6.52 | 3.66 | 2.77 |
Days In Trade | 125 | 62 | 63 | 125 | 125 |
Days In Trade (Avg. Per Trade) | 11.36 | 10.33 | 12.60 | 11.36 | 11.36 |
% Days In Trade | 46.47 | 23.05 | 23.42 | 46.47 | 46.47 |