Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AEO | American Eagle Outfitters Inc | Consumer Cyclical | Apparel Retail | 4412 | 0.0223 | 22.52 | 4792240 |
DBI | Designer Brands Inc | Consumer Cyclical | Footwear & Accessories | 507 | 0.0226 | 8.85 | 1587364 |
Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
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: | 12261.93 |
Total net P/L: | 2261.93 | Total ROI: | 22.62 % |
CAGR: | 22.76 % | Max. DD: | 43.76 % |
System Score: | 0.041 | Sharpe Ratio: | 0.636 |
Start Date: | 2020-01-02 | End Date: | 2020-12-30 |
Total days: | 363 | ||
Commissions: | 281.85 | Comm.% P/L | 11.08 % |
Total Transactions: | 40 | Log. Linearity: | 12.169 % |
Total | Long | Short | AEO | DBI | |
---|---|---|---|---|---|
Total Profit/Loss | 2543.78 | 1116.24 | 1427.54 | -5375.39 | 7919.17 |
Total Profit | 9028.16 | 1914.54 | 7113.62 | 2486.37 | 13940.71 |
Total Loss | 6484.38 | 798.30 | 5686.08 | 7861.76 | 6021.54 |
Profit Factor | 1.39 | 2.40 | 1.25 | 0.32 | 2.32 |
Trades | 10 | 3 | 7 | 10 | 10 |
Winning Trades | 8 | 2 | 6 | 3 | 8 |
Losing Trades | 2 | 1 | 1 | 7 | 2 |
% Profitable | 80.00 | 66.00 | 85.00 | 30.00 | 80.00 |
Profit/Loss Per Trade % | 2.28 | 2.46 | 2.21 | -4.89 | 6.21 |
Profit Per Trade % | 9.06 | 7.20 | 9.69 | 6.71 | 14.20 |
Loss Per Trade % | 19.01 | 6.41 | 33.10 | 8.46 | 20.51 |
Days In Trade | 113 | 38 | 75 | 113 | 113 |
Days In Trade (Avg. Per Trade) | 11.30 | 12.67 | 10.71 | 11.30 | 11.30 |
% Days In Trade | 31.13 | 10.47 | 20.66 | 31.13 | 31.13 |