Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MIDD | Middleby Corp | Industrials | Specialty Industrial Machinery | 7810 | 141.53 | 405442 | |
PH | Parker-Hannifin Corporation | Industrials | Specialty Industrial Machinery | 70157 | 0.0108 | 549.38 | 626814 |
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: | 10431.53 |
Total net P/L: | 431.53 | Total ROI: | 4.32 % |
CAGR: | 1.42 % | Max. DD: | 33.92 % |
System Score: | 0.000 | Sharpe Ratio: | 0.325 |
Start Date: | 2019-08-01 | End Date: | 2022-07-29 |
Total days: | 1093 | ||
Commissions: | 144.14 | Comm.% P/L | 25.04 % |
Total Transactions: | 144 | Log. Linearity: | 0.015 % |
Total | Long | Short | MIDD | PH | |
---|---|---|---|---|---|
Total Profit/Loss | 575.67 | -584.07 | 1159.74 | 3475.56 | -2899.89 |
Total Profit | 8241.59 | 4188.25 | 4053.34 | 11918.53 | 7264.40 |
Total Loss | 7665.92 | 4772.32 | 2893.60 | 8442.97 | 10164.29 |
Profit Factor | 1.08 | 0.88 | 1.40 | 1.41 | 0.71 |
Trades | 36 | 20 | 16 | 36 | 36 |
Winning Trades | 21 | 12 | 9 | 18 | 20 |
Losing Trades | 15 | 8 | 7 | 18 | 16 |
% Profitable | 58.00 | 60.00 | 56.00 | 50.00 | 55.00 |
Profit/Loss Per Trade % | 0.16 | -0.29 | 0.73 | 0.54 | -1.06 |
Profit Per Trade % | 4.39 | 3.87 | 5.08 | 6.83 | 4.09 |
Loss Per Trade % | 5.18 | 5.79 | 4.49 | 5.06 | 6.07 |
Days In Trade | 521 | 267 | 254 | 521 | 521 |
Days In Trade (Avg. Per Trade) | 14.47 | 13.35 | 15.88 | 14.47 | 14.47 |
% Days In Trade | 47.67 | 24.43 | 23.24 | 47.67 | 47.67 |