Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BLD | Topbuild Corp | Industrials | Engineering & Construction | 12396 | 389.81 | 254000 | |
MAS | Masco Corporation | Industrials | Building Products & Equipment | 15930 | 0.016 | 72.22 | 1843516 |
Entry Threshold: | 2.50 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 15.0 | Margin Req. 2: | 15.0 | High Leverage | |
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 50000.00 | Final Equity: | 27490.15 |
Total net P/L: | -22509.85 | Total ROI: | -45.02 % |
CAGR: | -9.76 % | Max. DD: | 87.85 % |
System Score: | -0.000 | Sharpe Ratio: | 0.765 |
Start Date: | 2016-01-04 | End Date: | 2021-10-29 |
Total days: | 2125 | ||
Commissions: | 2079.48 | Comm.% P/L | 10.18 % |
Total Transactions: | 240 | Log. Linearity: | 0.221 % |
Total | Long | Short | BLD | MAS | |
---|---|---|---|---|---|
Total Profit/Loss | -20430.37 | 27711.38 | -48141.75 | -1012.35 | -19418.02 |
Total Profit | 97939.66 | 49076.11 | 48863.55 | 142726.19 | 104951.76 |
Total Loss | 118370.03 | 21364.73 | 97005.30 | 143738.54 | 124369.78 |
Profit Factor | 0.83 | 2.30 | 0.50 | 0.99 | 0.84 |
Trades | 60 | 25 | 35 | 60 | 60 |
Winning Trades | 35 | 19 | 16 | 32 | 33 |
Losing Trades | 25 | 6 | 19 | 28 | 27 |
% Profitable | 58.00 | 76.00 | 45.00 | 53.00 | 55.00 |
Profit/Loss Per Trade % | -0.86 | 4.96 | -4.82 | -2.83 | -0.76 |
Profit Per Trade % | 12.39 | 12.01 | 12.84 | 15.77 | 13.69 |
Loss Per Trade % | 15.03 | 13.61 | 15.48 | 18.31 | 14.88 |
Days In Trade | 816 | 310 | 506 | 816 | 816 |
Days In Trade (Avg. Per Trade) | 13.60 | 12.40 | 14.46 | 13.60 | 13.60 |
% Days In Trade | 38.40 | 14.59 | 23.81 | 38.40 | 38.40 |