Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DG | Dollar General Corporation | Consumer Defensive | Discount Stores | 31850 | 0.0163 | 144.49 | 3054742 |
WMT | Walmart Inc | Consumer Defensive | Discount Stores | 482194 | 0.0139 | 59.65 | 19200302 |
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: | 21327.14 |
Total net P/L: | 11327.14 | Total ROI: | 113.27 % |
CAGR: | 46.27 % | Max. DD: | 6.10 % |
System Score: | 37.614 | Sharpe Ratio: | 3.722 |
Start Date: | 2018-01-02 | End Date: | 2019-12-30 |
Total days: | 727 | ||
Commissions: | 88.00 | Comm.% P/L | 0.77 % |
Total Transactions: | 88 | Log. Linearity: | 93.331 % |
Total | Long | Short | DG | WMT | |
---|---|---|---|---|---|
Total Profit/Loss | 11415.14 | 6616.45 | 4798.69 | 5076.78 | 6338.36 |
Total Profit | 11520.50 | 6616.45 | 4904.05 | 8311.21 | 8388.24 |
Total Loss | 105.36 | 0.00 | 105.36 | 3234.43 | 2049.88 |
Profit Factor | 109.34 | 0.00 | 46.55 | 2.57 | 4.09 |
Trades | 22 | 11 | 11 | 22 | 22 |
Winning Trades | 21 | 11 | 10 | 16 | 14 |
Losing Trades | 1 | 0 | 1 | 6 | 8 |
% Profitable | 95.00 | 100.00 | 90.00 | 72.00 | 63.00 |
Profit/Loss Per Trade % | 3.53 | 3.85 | 3.21 | 1.45 | 1.91 |
Profit Per Trade % | 3.73 | 3.85 | 3.60 | 3.52 | 4.15 |
Loss Per Trade % | 0.58 | 0.00 | 0.58 | 3.75 | 1.85 |
Days In Trade | 230 | 86 | 144 | 230 | 230 |
Days In Trade (Avg. Per Trade) | 10.45 | 7.82 | 13.09 | 10.45 | 10.45 |
% Days In Trade | 31.64 | 11.83 | 19.81 | 31.64 | 31.64 |