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 | 8164 | 0.0234 | 20.51 | 2355825 |
RL | Ralph Lauren Corp Class A | Consumer Cyclical | Apparel Manufacturing | 10057 | 0.0191 | 157.33 | 897664 |
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: | 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: | 12884.65 |
Total net P/L: | 2884.65 | Total ROI: | 28.85 % |
CAGR: | 41.04 % | Max. DD: | 16.19 % |
System Score: | 0.015 | Sharpe Ratio: | 1.278 |
Start Date: | 2021-01-04 | End Date: | 2021-09-30 |
Total days: | 269 | ||
Commissions: | 62.90 | Comm.% P/L | 2.13 % |
Total Transactions: | 36 | Log. Linearity: | 7.072 % |
Total | Long | Short | LEVI | RL | |
---|---|---|---|---|---|
Total Profit/Loss | 2947.55 | 2320.69 | 626.86 | 2554.06 | 393.49 |
Total Profit | 4745.27 | 2320.69 | 2424.58 | 4235.56 | 2171.44 |
Total Loss | 1797.72 | 0.00 | 1797.72 | 1681.50 | 1777.95 |
Profit Factor | 2.64 | 0.00 | 1.35 | 2.52 | 1.22 |
Trades | 9 | 4 | 5 | 9 | 9 |
Winning Trades | 7 | 4 | 3 | 6 | 4 |
Losing Trades | 2 | 0 | 2 | 3 | 4 |
% Profitable | 77.00 | 100.00 | 60.00 | 66.00 | 44.00 |
Profit/Loss Per Trade % | 2.91 | 5.03 | 1.25 | 2.48 | 0.36 |
Profit Per Trade % | 5.87 | 5.03 | 7.00 | 6.02 | 4.39 |
Loss Per Trade % | 6.47 | 0.00 | 6.47 | 4.18 | 3.27 |
Days In Trade | 109 | 46 | 63 | 109 | 109 |
Days In Trade (Avg. Per Trade) | 12.11 | 11.50 | 12.60 | 12.11 | 12.11 |
% Days In Trade | 40.52 | 17.10 | 23.42 | 40.52 | 40.52 |