| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| MGA | Magna International Inc | Consumer Cyclical | Auto Parts | 13829 | 0.0098 | 48.93 | 1744495 |
| OSK | Oshkosh Corporation | Industrials | Farm & Heavy Construction Machinery | 7617 | 0.0164 | 120.42 | 775068 |
| Entry Threshold: | 2.00 | 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: | 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: | 17516.39 |
| Total net P/L: | 7516.39 | Total ROI: | 75.16 % |
| CAGR: | 11.10 % | Max. DD: | 21.55 % |
| System Score: | 7.564 | Sharpe Ratio: | 1.323 |
| Start Date: | 2017-01-02 | End Date: | 2022-04-29 |
| Total days: | 1943 | ||
| Commissions: | 343.62 | Comm.% P/L | 4.37 % |
| Total Transactions: | 320 | Log. Linearity: | 87.987 % |
| Total | Long |
Short |
MGA | OSK | |
|---|---|---|---|---|---|
| Total Profit/Loss | 7860.01 | 4277.51 | 3582.50 | -1969.74 | 9829.75 |
| Total Profit | 21153.79 | 10200.42 | 10953.37 | 18453.10 | 26725.74 |
| Total Loss | 13293.78 | 5922.91 | 7370.87 | 20422.84 | 16895.99 |
| Profit Factor | 1.59 | 1.72 | 1.49 | 0.90 | 1.58 |
| Trades | 80 | 41 | 39 | 80 | 80 |
| Winning Trades | 55 | 29 | 26 | 44 | 52 |
| Losing Trades | 25 | 12 | 13 | 36 | 28 |
| % Profitable | 68.00 | 70.00 | 66.00 | 55.00 | 65.00 |
| Profit/Loss Per Trade % | 0.74 | 0.82 | 0.66 | -0.21 | 0.72 |
| Profit Per Trade % | 3.12 | 2.84 | 3.44 | 3.31 | 3.96 |
| Loss Per Trade % | 4.16 | 3.77 | 4.53 | 4.20 | 4.78 |
| Days In Trade | 911 | 468 | 443 | 911 | 911 |
| Days In Trade (Avg. Per Trade) | 11.39 | 11.41 | 11.36 | 11.39 | 11.39 |
| % Days In Trade | 46.89 | 24.09 | 22.80 | 46.89 | 46.89 |