Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DG | Dollar General Corporation | Consumer Defensive | Discount Stores | 44939 | 0.0115 | 205.1 | 1852991 |
WMT | Walmart Inc | Consumer Defensive | Discount Stores | 394946 | 0.0156 | 146.42 | 6471911 |
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: | 13461.07 |
Total net P/L: | 3461.07 | Total ROI: | 34.61 % |
CAGR: | 16.07 % | Max. DD: | 11.53 % |
System Score: | 8.190 | Sharpe Ratio: | 1.572 |
Start Date: | 2019-01-02 | End Date: | 2020-12-30 |
Total days: | 728 | ||
Commissions: | 84.00 | Comm.% P/L | 2.37 % |
Total Transactions: | 84 | Log. Linearity: | 79.880 % |
Total | ![]() |
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DG | WMT | |
---|---|---|---|---|---|
Total Profit/Loss | 3545.07 | 2235.59 | 1309.48 | 2068.40 | 1476.67 |
Total Profit | 4884.03 | 2631.52 | 2252.51 | 4021.98 | 3873.17 |
Total Loss | 1338.96 | 395.93 | 943.03 | 1953.58 | 2396.50 |
Profit Factor | 3.65 | 6.65 | 2.39 | 2.06 | 1.62 |
Trades | 21 | 10 | 11 | 21 | 21 |
Winning Trades | 16 | 8 | 8 | 15 | 10 |
Losing Trades | 5 | 2 | 3 | 6 | 11 |
% Profitable | 76.00 | 80.00 | 72.00 | 71.00 | 47.00 |
Profit/Loss Per Trade % | 1.46 | 1.95 | 1.02 | 0.77 | 0.62 |
Profit Per Trade % | 2.57 | 2.83 | 2.32 | 2.23 | 3.23 |
Loss Per Trade % | 1.98 | 1.49 | 2.31 | 2.69 | 1.66 |
Days In Trade | 264 | 124 | 140 | 264 | 264 |
Days In Trade (Avg. Per Trade) | 12.57 | 12.40 | 12.73 | 12.57 | 12.57 |
% Days In Trade | 36.26 | 17.03 | 19.23 | 36.26 | 36.26 |