Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
LMT | Lockheed Martin Corporation | Industrials | Aerospace & Defense | 110421 | 0.0274 | 459.14 | 1206781 |
LHX | L3Harris Technologies Inc | Industrials | Aerospace & Defense | 39478 | 0.0223 | 207.71 | 1200433 |
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: | 10394.12 |
Total net P/L: | 394.12 | Total ROI: | 3.94 % |
CAGR: | 3.97 % | Max. DD: | 7.96 % |
System Score: | 0.313 | Sharpe Ratio: | 0.358 |
Start Date: | 2015-01-02 | End Date: | 2015-12-30 |
Total days: | 362 | ||
Commissions: | 44.00 | Comm.% P/L | 10.04 % |
Total Transactions: | 44 | Log. Linearity: | 42.876 % |
Total | Long | Short | LMT | LHX | |
---|---|---|---|---|---|
Total Profit/Loss | 438.12 | 317.23 | 120.89 | -392.89 | 831.01 |
Total Profit | 1794.16 | 854.04 | 940.12 | 923.52 | 2498.62 |
Total Loss | 1356.04 | 536.81 | 819.23 | 1316.41 | 1667.61 |
Profit Factor | 1.32 | 1.59 | 1.15 | 0.70 | 1.50 |
Trades | 11 | 5 | 6 | 11 | 11 |
Winning Trades | 8 | 4 | 4 | 5 | 7 |
Losing Trades | 3 | 1 | 2 | 6 | 4 |
% Profitable | 72.00 | 80.00 | 66.00 | 45.00 | 63.00 |
Profit/Loss Per Trade % | 0.39 | 0.63 | 0.19 | -0.34 | 0.67 |
Profit Per Trade % | 2.18 | 2.08 | 2.27 | 1.81 | 3.41 |
Loss Per Trade % | 4.17 | 4.97 | 3.77 | 2.06 | 3.89 |
Days In Trade | 162 | 69 | 93 | 162 | 162 |
Days In Trade (Avg. Per Trade) | 14.73 | 13.80 | 15.50 | 14.73 | 14.73 |
% Days In Trade | 44.75 | 19.06 | 25.69 | 44.75 | 44.75 |