Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DOV | Dover Corporation | Industrials | Specialty Industrial Machinery | 20072 | 0.0142 | 143.5 | 840900 |
IEX | IDEX Corporation | Industrials | Specialty Industrial Machinery | 15945 | 0.0121 | 209.94 | 452424 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
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: | 10907.54 |
Total net P/L: | 907.54 | Total ROI: | 9.08 % |
CAGR: | 2.94 % | Max. DD: | 21.11 % |
System Score: | 0.186 | Sharpe Ratio: | 0.452 |
Start Date: | 2019-08-01 | End Date: | 2022-07-29 |
Total days: | 1093 | ||
Commissions: | 172.00 | Comm.% P/L | 15.93 % |
Total Transactions: | 172 | Log. Linearity: | 39.797 % |
Total | ![]() |
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DOV | IEX | |
---|---|---|---|---|---|
Total Profit/Loss | 1079.54 | 1395.99 | -316.45 | 3600.35 | -2520.81 |
Total Profit | 7656.95 | 3191.15 | 4465.80 | 14162.72 | 8139.32 |
Total Loss | 6577.41 | 1795.16 | 4782.25 | 10562.37 | 10660.13 |
Profit Factor | 1.16 | 1.78 | 0.93 | 1.34 | 0.76 |
Trades | 43 | 20 | 23 | 43 | 43 |
Winning Trades | 28 | 14 | 14 | 26 | 18 |
Losing Trades | 15 | 6 | 9 | 17 | 25 |
% Profitable | 65.00 | 70.00 | 60.00 | 60.00 | 41.00 |
Profit/Loss Per Trade % | 0.24 | 0.59 | -0.07 | 0.63 | -0.74 |
Profit Per Trade % | 2.42 | 1.97 | 2.86 | 4.72 | 3.88 |
Loss Per Trade % | 3.62 | 2.49 | 4.38 | 5.19 | 3.70 |
Days In Trade | 645 | 284 | 361 | 645 | 645 |
Days In Trade (Avg. Per Trade) | 15.00 | 14.20 | 15.70 | 15.00 | 15.00 |
% Days In Trade | 59.01 | 25.98 | 33.03 | 59.01 | 59.01 |