Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
EFX | Equifax Inc | Industrials | Consulting Services | 32753 | 0.0059 | 264.24 | 910445 |
TRU | TransUnion | Financial Services | Financial Data & Stock Exchanges | 18473 | 0.0044 | 94.78 | 1560777 |
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: | 7605.19 |
Total net P/L: | -2394.81 | Total ROI: | -23.95 % |
CAGR: | -12.87 % | Max. DD: | 44.14 % |
System Score: | -1.518 | Sharpe Ratio: | -0.848 |
Start Date: | 2022-01-03 | End Date: | 2023-12-29 |
Total days: | 725 | ||
Commissions: | 68.00 | Comm.% P/L | 2.92 % |
Total Transactions: | 68 | Log. Linearity: | 49.035 % |
Total | Long | Short | EFX | TRU | |
---|---|---|---|---|---|
Total Profit/Loss | -2326.81 | 918.82 | -3245.63 | -4872.12 | 2545.31 |
Total Profit | 3076.42 | 1855.97 | 1220.45 | 2843.74 | 8014.25 |
Total Loss | 5403.23 | 937.15 | 4466.08 | 7715.86 | 5468.94 |
Profit Factor | 0.57 | 1.98 | 0.27 | 0.37 | 1.47 |
Trades | 17 | 8 | 9 | 17 | 17 |
Winning Trades | 11 | 6 | 5 | 6 | 13 |
Losing Trades | 6 | 2 | 4 | 11 | 4 |
% Profitable | 64.00 | 75.00 | 55.00 | 35.00 | 76.00 |
Profit/Loss Per Trade % | -1.56 | 0.96 | -3.75 | -3.19 | 1.17 |
Profit Per Trade % | 2.71 | 2.88 | 2.52 | 4.09 | 6.01 |
Loss Per Trade % | 8.29 | 4.53 | 10.23 | 6.67 | 12.52 |
Days In Trade | 272 | 97 | 175 | 272 | 272 |
Days In Trade (Avg. Per Trade) | 16.00 | 12.12 | 19.44 | 16.00 | 16.00 |
% Days In Trade | 37.52 | 13.38 | 24.14 | 37.52 | 37.52 |