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: | 8894.60 |
Total net P/L: | -1105.40 | Total ROI: | -11.05 % |
CAGR: | -5.70 % | Max. DD: | 34.05 % |
System Score: | -0.087 | Sharpe Ratio: | -0.285 |
Start Date: | 2023-01-02 | End Date: | 2024-12-30 |
Total days: | 728 | ||
Commissions: | 68.00 | Comm.% P/L | 6.55 % |
Total Transactions: | 68 | Log. Linearity: | 24.756 % |
Total | Long | Short | EFX | TRU | |
---|---|---|---|---|---|
Total Profit/Loss | -1037.40 | -440.27 | -597.13 | 535.30 | -1572.70 |
Total Profit | 3263.73 | 1492.90 | 1770.83 | 3475.06 | 3679.62 |
Total Loss | 4301.13 | 1933.17 | 2367.96 | 2939.76 | 5252.32 |
Profit Factor | 0.76 | 0.77 | 0.75 | 1.18 | 0.70 |
Trades | 17 | 9 | 8 | 17 | 17 |
Winning Trades | 13 | 6 | 7 | 7 | 9 |
Losing Trades | 4 | 3 | 1 | 10 | 8 |
% Profitable | 76.00 | 66.00 | 87.00 | 41.00 | 52.00 |
Profit/Loss Per Trade % | -0.64 | -0.34 | -0.97 | 0.25 | -1.09 |
Profit Per Trade % | 3.09 | 3.09 | 3.08 | 5.89 | 4.99 |
Loss Per Trade % | 11.08 | 6.73 | 25.22 | 3.39 | 7.05 |
Days In Trade | 228 | 139 | 89 | 228 | 228 |
Days In Trade (Avg. Per Trade) | 13.41 | 15.44 | 11.12 | 13.41 | 13.41 |
% Days In Trade | 31.32 | 19.09 | 12.23 | 31.32 | 31.32 |