| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| GATX | GATX Corporation | Industrials | Rental & Leasing Services | 5427 | 0.0155 | 152.86 | 181124 |
| HQI | Hirequest Inc | Industrials | Staffing & Employment Services | 122 | 0.0287 | 8.65 | 13934 |
| 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 |