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: | 22466.36 |
Total net P/L: | 12466.36 | Total ROI: | 124.66 % |
CAGR: | 31.04 % | Max. DD: | 11.54 % |
System Score: | 20.521 | Sharpe Ratio: | 3.076 |
Start Date: | 2018-01-02 | End Date: | 2020-12-30 |
Total days: | 1093 | ||
Commissions: | 128.00 | Comm.% P/L | 1.02 % |
Total Transactions: | 128 | Log. Linearity: | 87.118 % |
Total | Long | Short | DG | WMT | |
---|---|---|---|---|---|
Total Profit/Loss | 12594.36 | 7056.87 | 5537.49 | 6791.92 | 5802.44 |
Total Profit | 14842.69 | 7716.61 | 7126.08 | 11381.56 | 11101.00 |
Total Loss | 2248.33 | 659.74 | 1588.59 | 4589.64 | 5298.56 |
Profit Factor | 6.60 | 11.70 | 4.49 | 2.48 | 2.10 |
Trades | 32 | 15 | 17 | 32 | 32 |
Winning Trades | 27 | 13 | 14 | 23 | 18 |
Losing Trades | 5 | 2 | 3 | 9 | 14 |
% Profitable | 84.00 | 86.00 | 82.00 | 71.00 | 56.00 |
Profit/Loss Per Trade % | 2.59 | 2.94 | 2.28 | 1.24 | 1.23 |
Profit Per Trade % | 3.47 | 3.64 | 3.31 | 3.05 | 3.92 |
Loss Per Trade % | 2.00 | 1.49 | 2.34 | 3.16 | 2.09 |
Days In Trade | 373 | 157 | 216 | 373 | 373 |
Days In Trade (Avg. Per Trade) | 11.66 | 10.47 | 12.71 | 11.66 | 11.66 |
% Days In Trade | 34.13 | 14.36 | 19.76 | 34.13 | 34.13 |