Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DOV | Dover Corporation | Industrials | Specialty Industrial Machinery | 24246 | 0.0117 | 177.22 | 864575 |
ETN | Eaton Corporation PLC | Industrials | Specialty Industrial Machinery | 124798 | 0.0113 | 314.4 | 1926046 |
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: | 14654.85 |
Total net P/L: | 4654.85 | Total ROI: | 46.55 % |
CAGR: | 13.61 % | Max. DD: | 13.23 % |
System Score: | 10.364 | Sharpe Ratio: | 1.712 |
Start Date: | 2019-08-01 | End Date: | 2022-07-29 |
Total days: | 1093 | ||
Commissions: | 156.00 | Comm.% P/L | 3.24 % |
Total Transactions: | 156 | Log. Linearity: | 91.310 % |
Total | Long | Short | DOV | ETN | |
---|---|---|---|---|---|
Total Profit/Loss | 4810.85 | 512.85 | 4298.00 | -4372.24 | 9183.09 |
Total Profit | 7284.78 | 2965.75 | 4319.03 | 7478.63 | 15968.88 |
Total Loss | 2473.93 | 2452.90 | 21.03 | 11850.87 | 6785.79 |
Profit Factor | 2.94 | 1.21 | 205.37 | 0.63 | 2.35 |
Trades | 39 | 19 | 20 | 39 | 39 |
Winning Trades | 31 | 12 | 19 | 17 | 25 |
Losing Trades | 8 | 7 | 1 | 22 | 14 |
% Profitable | 79.00 | 63.00 | 95.00 | 43.00 | 64.00 |
Profit/Loss Per Trade % | 1.02 | 0.26 | 1.74 | -1.38 | 1.91 |
Profit Per Trade % | 1.88 | 1.94 | 1.84 | 3.24 | 5.15 |
Loss Per Trade % | 2.23 | 2.53 | 0.15 | 4.26 | 3.55 |
Days In Trade | 525 | 274 | 251 | 525 | 525 |
Days In Trade (Avg. Per Trade) | 13.46 | 14.42 | 12.55 | 13.46 | 13.46 |
% Days In Trade | 48.03 | 25.07 | 22.96 | 48.03 | 48.03 |