Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GATX | GATX Corporation | Industrials | Rental & Leasing Services | 5852 | 0.0141 | 164.67 | 155616 |
HQI | Hirequest Inc | Industrials | Staffing & Employment Services | 210 | 0.016 | 14.96 | 14718 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 57553.59 |
Total net P/L: | 47553.59 | Total ROI: | 475.54 % |
CAGR: | 34.99 % | Max. DD: | 25.18 % |
System Score: | 31.313 | Sharpe Ratio: | 3.590 |
Start Date: | 2019-01-02 | End Date: | 2024-10-31 |
Total days: | 2129 | ||
Commissions: | 1035.97 | Comm.% P/L | 2.13 % |
Total Transactions: | 308 | Log. Linearity: | 96.365 % |
Total | Long | Short | GATX | HQI | |
---|---|---|---|---|---|
Total Profit/Loss | 48589.56 | 25693.83 | 22895.73 | 6235.06 | 42354.50 |
Total Profit | 64992.68 | 33180.81 | 31811.87 | 20386.26 | 57963.16 |
Total Loss | 16403.13 | 7486.99 | 8916.14 | 14151.20 | 15608.66 |
Profit Factor | 3.96 | 4.43 | 3.57 | 1.44 | 3.71 |
Trades | 77 | 37 | 40 | 77 | 77 |
Winning Trades | 59 | 29 | 30 | 46 | 64 |
Losing Trades | 18 | 8 | 10 | 31 | 13 |
% Profitable | 76.00 | 78.00 | 75.00 | 59.00 | 83.00 |
Profit/Loss Per Trade % | 2.36 | 2.16 | 2.54 | 0.28 | 2.06 |
Profit Per Trade % | 4.21 | 4.00 | 4.42 | 1.77 | 3.33 |
Loss Per Trade % | 3.40 | 4.13 | 2.82 | 1.84 | 3.87 |
Days In Trade | 927 | 448 | 479 | 927 | 927 |
Days In Trade (Avg. Per Trade) | 12.04 | 12.11 | 11.97 | 12.04 | 12.04 |
% Days In Trade | 43.54 | 21.04 | 22.50 | 43.54 | 43.54 |