Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
POST | Post Holdings Inc | Consumer Defensive | Packaged Foods | 6415 | 106.87 | 601388 | |
EZA | iShares MSCI South Africa ETF | 369 | 0.063 | 39 | 188801 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 23 | 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: | 11156.42 |
Total net P/L: | 1156.42 | Total ROI: | 11.56 % |
CAGR: | 23.13 % | Max. DD: | 12.92 % |
System Score: | 0.902 | Sharpe Ratio: | 0.683 |
Start Date: | 2021-10-19 | End Date: | 2022-04-29 |
Total days: | 192 | ||
Commissions: | 38.59 | Comm.% P/L | 3.23 % |
Total Transactions: | 36 | Log. Linearity: | 33.913 % |
Total | Long | Short | POST | EZA | |
---|---|---|---|---|---|
Total Profit/Loss | 1195.01 | 383.74 | 811.27 | 2085.23 | -890.22 |
Total Profit | 2498.36 | 1291.84 | 1206.52 | 2714.94 | 1152.16 |
Total Loss | 1303.35 | 908.10 | 395.25 | 629.71 | 2042.38 |
Profit Factor | 1.92 | 1.42 | 3.05 | 4.31 | 0.56 |
Trades | 9 | 5 | 4 | 9 | 9 |
Winning Trades | 6 | 3 | 3 | 7 | 3 |
Losing Trades | 3 | 2 | 1 | 2 | 6 |
% Profitable | 66.00 | 60.00 | 75.00 | 77.00 | 33.00 |
Profit/Loss Per Trade % | 1.26 | 0.70 | 1.97 | 2.13 | -0.92 |
Profit Per Trade % | 3.82 | 3.80 | 3.84 | 3.57 | 3.32 |
Loss Per Trade % | 3.62 | 3.71 | 3.42 | 2.76 | 2.90 |
Days In Trade | 106 | 68 | 38 | 106 | 106 |
Days In Trade (Avg. Per Trade) | 11.78 | 13.60 | 9.50 | 11.78 | 11.78 |
% Days In Trade | 55.21 | 35.42 | 19.79 | 55.21 | 55.21 |