Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AEO | American Eagle Outfitters Inc | Consumer Cyclical | Apparel Retail | 4861 | 0.0202 | 25.14 | 4743478 |
DBI | Designer Brands Inc | Consumer Cyclical | Footwear & Accessories | 596 | 0.0192 | 10.62 | 1665604 |
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: | 7940.26 |
Total net P/L: | -2059.74 | Total ROI: | -20.60 % |
CAGR: | -44.27 % | Max. DD: | 23.77 % |
System Score: | -0.011 | Sharpe Ratio: | -1.368 |
Start Date: | 2022-01-03 | End Date: | 2022-05-27 |
Total days: | 144 | ||
Commissions: | 62.89 | Comm.% P/L | 3.15 % |
Total Transactions: | 20 | Log. Linearity: | 6.333 % |
Total | Long | Short | AEO | DBI | |
---|---|---|---|---|---|
Total Profit/Loss | -1996.85 | -2158.10 | 161.25 | -2031.33 | 34.48 |
Total Profit | 273.64 | 112.39 | 161.25 | 121.80 | 1354.70 |
Total Loss | 2270.49 | 2270.49 | 0.00 | 2153.13 | 1320.22 |
Profit Factor | 0.12 | 0.05 | 0.00 | 0.06 | 1.03 |
Trades | 5 | 4 | 1 | 5 | 5 |
Winning Trades | 2 | 1 | 1 | 1 | 3 |
Losing Trades | 3 | 3 | 0 | 4 | 2 |
% Profitable | 40.00 | 25.00 | 100.00 | 20.00 | 60.00 |
Profit/Loss Per Trade % | -4.38 | -5.82 | 1.61 | -4.13 | -0.43 |
Profit Per Trade % | 1.36 | 1.11 | 1.61 | 1.22 | 4.34 |
Loss Per Trade % | 7.57 | 7.57 | 0.00 | 5.25 | 6.71 |
Days In Trade | 54 | 45 | 9 | 54 | 54 |
Days In Trade (Avg. Per Trade) | 10.80 | 11.25 | 9.00 | 10.80 | 10.80 |
% Days In Trade | 37.50 | 31.25 | 6.25 | 37.50 | 37.50 |