Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DG | Dollar General Corporation | Consumer Defensive | Discount Stores | 31448 | 0.0165 | 143.16 | 3037724 |
WMT | Walmart Inc | Consumer Defensive | Discount Stores | 482435 | 0.0139 | 59.87 | 19195389 |
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: | 16641.24 |
Total net P/L: | 6641.24 | Total ROI: | 66.41 % |
CAGR: | 67.59 % | Max. DD: | 6.10 % |
System Score: | 58.796 | Sharpe Ratio: | 2.832 |
Start Date: | 2018-01-02 | End Date: | 2018-12-28 |
Total days: | 360 | ||
Commissions: | 44.00 | Comm.% P/L | 0.66 % |
Total Transactions: | 44 | Log. Linearity: | 95.458 % |
Total | Long | Short | DG | WMT | |
---|---|---|---|---|---|
Total Profit/Loss | 6685.24 | 3318.35 | 3366.89 | 3347.84 | 3337.40 |
Total Profit | 6685.24 | 3318.35 | 3366.89 | 4663.38 | 4635.21 |
Total Loss | 0.00 | 0.00 | 0.00 | 1315.54 | 1297.81 |
Profit Factor | 0.00 | 0.00 | 0.00 | 3.54 | 3.57 |
Trades | 11 | 5 | 6 | 11 | 11 |
Winning Trades | 11 | 5 | 6 | 8 | 8 |
Losing Trades | 0 | 0 | 0 | 3 | 3 |
% Profitable | 100.00 | 100.00 | 100.00 | 72.00 | 72.00 |
Profit/Loss Per Trade % | 4.77 | 4.93 | 4.64 | 2.15 | 2.39 |
Profit Per Trade % | 4.77 | 4.93 | 4.64 | 4.61 | 4.77 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 4.08 | 3.67 |
Days In Trade | 109 | 33 | 76 | 109 | 109 |
Days In Trade (Avg. Per Trade) | 9.91 | 6.60 | 12.67 | 9.91 | 9.91 |
% Days In Trade | 30.28 | 9.17 | 21.11 | 30.28 | 30.28 |