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: | 12793.73 |
Total net P/L: | 2793.73 | Total ROI: | 27.94 % |
CAGR: | 28.20 % | Max. DD: | 3.68 % |
System Score: | 23.169 | Sharpe Ratio: | 2.637 |
Start Date: | 2019-01-02 | End Date: | 2019-12-30 |
Total days: | 362 | ||
Commissions: | 44.00 | Comm.% P/L | 1.55 % |
Total Transactions: | 44 | Log. Linearity: | 93.661 % |
Total | ![]() |
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DG | WMT | |
---|---|---|---|---|---|
Total Profit/Loss | 2837.73 | 1975.03 | 862.70 | 1042.44 | 1795.29 |
Total Profit | 2893.30 | 1975.03 | 918.27 | 2184.06 | 2245.44 |
Total Loss | 55.57 | 0.00 | 55.57 | 1141.62 | 450.15 |
Profit Factor | 52.07 | 0.00 | 16.52 | 1.91 | 4.99 |
Trades | 11 | 6 | 5 | 11 | 11 |
Winning Trades | 10 | 6 | 4 | 8 | 6 |
Losing Trades | 1 | 0 | 1 | 3 | 5 |
% Profitable | 90.00 | 100.00 | 80.00 | 72.00 | 54.00 |
Profit/Loss Per Trade % | 2.30 | 2.95 | 1.53 | 0.76 | 1.44 |
Profit Per Trade % | 2.59 | 2.95 | 2.05 | 2.43 | 3.33 |
Loss Per Trade % | 0.51 | 0.00 | 0.51 | 3.40 | 0.77 |
Days In Trade | 121 | 53 | 68 | 121 | 121 |
Days In Trade (Avg. Per Trade) | 11.00 | 8.83 | 13.60 | 11.00 | 11.00 |
% Days In Trade | 33.43 | 14.64 | 18.78 | 33.43 | 33.43 |