Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AEO | American Eagle Outfitters Inc | Consumer Cyclical | Apparel Retail | 4856 | 0.0203 | 24.26 | 4734210 |
DBI | Designer Brands Inc | Consumer Cyclical | Footwear & Accessories | 551 | 0.021 | 9.54 | 1561210 |
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: | 16065.61 |
Total net P/L: | 6065.61 | Total ROI: | 60.66 % |
CAGR: | 61.72 % | Max. DD: | 13.69 % |
System Score: | 28.449 | Sharpe Ratio: | 1.640 |
Start Date: | 2021-01-04 | End Date: | 2021-12-30 |
Total days: | 360 | ||
Commissions: | 132.18 | Comm.% P/L | 2.13 % |
Total Transactions: | 40 | Log. Linearity: | 77.248 % |
Total | Long | Short | AEO | DBI | |
---|---|---|---|---|---|
Total Profit/Loss | 6197.79 | 4972.57 | 1225.22 | -1888.03 | 8085.82 |
Total Profit | 7087.75 | 5082.87 | 2004.88 | 3212.62 | 10710.26 |
Total Loss | 889.96 | 110.30 | 779.66 | 5100.65 | 2624.44 |
Profit Factor | 7.96 | 46.08 | 2.57 | 0.63 | 4.08 |
Trades | 10 | 6 | 4 | 10 | 10 |
Winning Trades | 7 | 5 | 2 | 6 | 7 |
Losing Trades | 3 | 1 | 2 | 4 | 3 |
% Profitable | 70.00 | 83.00 | 50.00 | 60.00 | 70.00 |
Profit/Loss Per Trade % | 4.96 | 6.89 | 2.14 | -1.33 | 5.60 |
Profit Per Trade % | 8.23 | 8.54 | 7.47 | 4.56 | 11.49 |
Loss Per Trade % | 2.27 | 0.99 | 2.91 | 9.24 | 6.93 |
Days In Trade | 132 | 70 | 62 | 132 | 132 |
Days In Trade (Avg. Per Trade) | 13.20 | 11.67 | 15.50 | 13.20 | 13.20 |
% Days In Trade | 36.67 | 19.44 | 17.22 | 36.67 | 36.67 |