Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MGA | Magna International Inc | Consumer Cyclical | Auto Parts | 14298 | 0.0382 | 49.77 | 1226923 |
OSK | Oshkosh Corporation | Industrials | Farm & Heavy Construction Machinery | 7900 | 0.0153 | 120.47 | 522610 |
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 |