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 | 7710 | 0.0248 | 19.99 | 2064939 |
RL | Ralph Lauren Corp Class A | Consumer Cyclical | Apparel Manufacturing | 12003 | 0.016 | 187.76 | 883101 |
Entry Threshold: | 1.50 | 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: | 12417.36 |
Total net P/L: | 2417.36 | Total ROI: | 24.17 % |
CAGR: | 34.15 % | Max. DD: | 16.75 % |
System Score: | 5.020 | Sharpe Ratio: | 0.941 |
Start Date: | 2021-01-04 | End Date: | 2021-09-30 |
Total days: | 269 | ||
Commissions: | 85.97 | Comm.% P/L | 3.43 % |
Total Transactions: | 52 | Log. Linearity: | 52.777 % |
Total | Long | Short | LEVI | RL | |
---|---|---|---|---|---|
Total Profit/Loss | 2503.33 | 2323.73 | 179.60 | 1884.02 | 619.31 |
Total Profit | 4975.65 | 2545.17 | 2430.48 | 4708.80 | 3017.77 |
Total Loss | 2472.32 | 221.44 | 2250.88 | 2824.78 | 2398.46 |
Profit Factor | 2.01 | 11.49 | 1.08 | 1.67 | 1.26 |
Trades | 13 | 6 | 7 | 13 | 13 |
Winning Trades | 10 | 5 | 5 | 8 | 5 |
Losing Trades | 3 | 1 | 2 | 5 | 8 |
% Profitable | 76.00 | 83.00 | 71.00 | 61.00 | 38.00 |
Profit/Loss Per Trade % | 1.74 | 3.48 | 0.27 | 1.41 | 0.23 |
Profit Per Trade % | 4.39 | 4.56 | 4.23 | 5.37 | 5.06 |
Loss Per Trade % | 6.41 | 1.75 | 8.82 | 4.57 | 2.62 |
Days In Trade | 147 | 68 | 79 | 147 | 147 |
Days In Trade (Avg. Per Trade) | 11.31 | 11.33 | 11.29 | 11.31 | 11.31 |
% Days In Trade | 54.65 | 25.28 | 29.37 | 54.65 | 54.65 |