Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CRI | Carter’s Inc | Consumer Cyclical | Apparel Retail | 2618 | 0.0422 | 70.61 | 764098 |
UTG | Reaves Utility IF | Financial Services | Asset Management | 2345 | 0.0606 | 26.65 | 246277 |
Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
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: | 25907.76 |
Total net P/L: | 15907.76 | Total ROI: | 159.08 % |
CAGR: | 13.07 % | Max. DD: | 51.35 % |
System Score: | 0.517 | Sharpe Ratio: | 2.004 |
Start Date: | 2015-01-02 | End Date: | 2022-09-30 |
Total days: | 2828 | ||
Commissions: | 402.88 | Comm.% P/L | 2.47 % |
Total Transactions: | 292 | Log. Linearity: | 34.075 % |
Total | ![]() |
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CRI | UTG | |
---|---|---|---|---|---|
Total Profit/Loss | 16310.64 | 5733.20 | 10577.44 | 9001.53 | 7309.11 |
Total Profit | 27804.23 | 12757.36 | 15046.87 | 21310.64 | 14064.05 |
Total Loss | 11493.59 | 7024.16 | 4469.43 | 12309.11 | 6754.94 |
Profit Factor | 2.42 | 1.82 | 3.37 | 1.73 | 2.08 |
Trades | 73 | 39 | 34 | 73 | 73 |
Winning Trades | 55 | 29 | 26 | 49 | 46 |
Losing Trades | 18 | 10 | 8 | 24 | 27 |
% Profitable | 75.00 | 74.00 | 76.00 | 67.00 | 63.00 |
Profit/Loss Per Trade % | 1.37 | 0.66 | 2.18 | 0.16 | 1.13 |
Profit Per Trade % | 4.45 | 3.90 | 5.07 | 3.45 | 3.28 |
Loss Per Trade % | 7.37 | 8.02 | 6.56 | 6.08 | 2.37 |
Days In Trade | 1031 | 568 | 463 | 1031 | 1031 |
Days In Trade (Avg. Per Trade) | 14.12 | 14.56 | 13.62 | 14.12 | 14.12 |
% Days In Trade | 36.46 | 20.08 | 16.37 | 36.46 | 36.46 |