Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ITT | ITT Inc | Industrials | Specialty Industrial Machinery | 10656 | 0.0099 | 129.54 | 393576 |
MIDD | Middleby Corp | Industrials | Specialty Industrial Machinery | 7815 | 145.36 | 406513 |
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: | 8890.89 |
Total net P/L: | -1109.11 | Total ROI: | -11.09 % |
CAGR: | -3.85 % | Max. DD: | 44.53 % |
System Score: | -0.012 | Sharpe Ratio: | 0.007 |
Start Date: | 2019-08-01 | End Date: | 2022-07-29 |
Total days: | 1093 | ||
Commissions: | 160.44 | Comm.% P/L | 16.91 % |
Total Transactions: | 160 | Log. Linearity: | 14.413 % |
Total | Long | Short | ITT | MIDD | |
---|---|---|---|---|---|
Total Profit/Loss | -948.67 | 342.87 | -1291.54 | 2075.12 | -3023.79 |
Total Profit | 7332.91 | 3534.44 | 3798.47 | 10519.56 | 8511.31 |
Total Loss | 8281.58 | 3191.57 | 5090.01 | 8444.44 | 11535.10 |
Profit Factor | 0.89 | 1.11 | 0.75 | 1.25 | 0.74 |
Trades | 40 | 20 | 20 | 40 | 40 |
Winning Trades | 26 | 13 | 13 | 25 | 18 |
Losing Trades | 14 | 7 | 7 | 15 | 22 |
% Profitable | 65.00 | 65.00 | 65.00 | 62.00 | 45.00 |
Profit/Loss Per Trade % | -0.24 | 0.05 | -0.53 | 0.59 | -1.23 |
Profit Per Trade % | 3.44 | 3.25 | 3.62 | 5.01 | 5.42 |
Loss Per Trade % | 6.16 | 5.41 | 6.91 | 5.99 | 5.97 |
Days In Trade | 610 | 325 | 285 | 610 | 610 |
Days In Trade (Avg. Per Trade) | 15.25 | 16.25 | 14.25 | 15.25 | 15.25 |
% Days In Trade | 55.81 | 29.73 | 26.08 | 55.81 | 55.81 |