Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ITW | Illinois Tool Works Inc | Industrials | Specialty Industrial Machinery | 75048 | 0.0223 | 249.54 | 1119330 |
IEX | IDEX Corporation | Industrials | Specialty Industrial Machinery | 17352 | 0.0112 | 226.83 | 463790 |
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: | 11507.55 |
Total net P/L: | 1507.55 | Total ROI: | 15.08 % |
CAGR: | 4.80 % | Max. DD: | 26.70 % |
System Score: | 1.237 | Sharpe Ratio: | 0.636 |
Start Date: | 2019-08-01 | End Date: | 2022-07-29 |
Total days: | 1093 | ||
Commissions: | 164.00 | Comm.% P/L | 9.81 % |
Total Transactions: | 164 | Log. Linearity: | 63.629 % |
Total | Long | Short | ITW | IEX | |
---|---|---|---|---|---|
Total Profit/Loss | 1671.55 | 2147.56 | -476.01 | 1771.52 | -99.97 |
Total Profit | 6515.58 | 4132.80 | 2382.78 | 10163.38 | 8297.59 |
Total Loss | 4844.03 | 1985.24 | 2858.79 | 8391.86 | 8397.56 |
Profit Factor | 1.35 | 2.08 | 0.83 | 1.21 | 0.99 |
Trades | 41 | 22 | 19 | 41 | 41 |
Winning Trades | 24 | 14 | 10 | 22 | 20 |
Losing Trades | 17 | 8 | 9 | 19 | 21 |
% Profitable | 58.00 | 63.00 | 52.00 | 53.00 | 48.00 |
Profit/Loss Per Trade % | 0.38 | 0.95 | -0.28 | 0.35 | -0.22 |
Profit Per Trade % | 2.53 | 2.81 | 2.14 | 4.31 | 3.70 |
Loss Per Trade % | 2.50 | 2.20 | 2.78 | 3.93 | 3.65 |
Days In Trade | 582 | 293 | 289 | 582 | 582 |
Days In Trade (Avg. Per Trade) | 14.20 | 13.32 | 15.21 | 14.20 | 14.20 |
% Days In Trade | 53.25 | 26.81 | 26.44 | 53.25 | 53.25 |