| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| MIDD | Middleby Corp | Industrials | Specialty Industrial Machinery | 6752 | 132.63 | 856279 | |
| PH | Parker-Hannifin Corporation | Industrials | Specialty Industrial Machinery | 97692 | 0.0087 | 772 | 709466 |
| 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 |