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: | 16005.35 |
Total net P/L: | 6005.35 | Total ROI: | 60.05 % |
CAGR: | 17.01 % | Max. DD: | 19.26 % |
System Score: | 11.794 | Sharpe Ratio: | 1.967 |
Start Date: | 2020-01-02 | End Date: | 2022-12-30 |
Total days: | 1093 | ||
Commissions: | 127.78 | Comm.% P/L | 2.08 % |
Total Transactions: | 124 | Log. Linearity: | 88.512 % |
Total | Long | Short | EFX | TRU | |
---|---|---|---|---|---|
Total Profit/Loss | 6133.13 | 6973.27 | -840.14 | -894.29 | 7027.42 |
Total Profit | 11019.27 | 6973.27 | 4046.00 | 12369.76 | 16063.44 |
Total Loss | 4886.14 | 0.00 | 4886.14 | 13264.05 | 9036.02 |
Profit Factor | 2.26 | 0.00 | 0.83 | 0.93 | 1.78 |
Trades | 31 | 13 | 18 | 31 | 31 |
Winning Trades | 23 | 13 | 10 | 19 | 21 |
Losing Trades | 8 | 0 | 8 | 12 | 10 |
% Profitable | 74.00 | 100.00 | 55.00 | 61.00 | 67.00 |
Profit/Loss Per Trade % | 1.56 | 3.94 | -0.13 | 0.04 | 0.92 |
Profit Per Trade % | 3.45 | 3.94 | 2.81 | 4.73 | 4.95 |
Loss Per Trade % | 3.63 | 0.00 | 3.63 | 6.74 | 6.17 |
Days In Trade | 338 | 83 | 255 | 338 | 338 |
Days In Trade (Avg. Per Trade) | 10.90 | 6.38 | 14.17 | 10.90 | 10.90 |
% Days In Trade | 30.92 | 7.59 | 23.33 | 30.92 | 30.92 |