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: | 9237.25 |
Total net P/L: | -762.75 | Total ROI: | -7.63 % |
CAGR: | -2.62 % | Max. DD: | 44.14 % |
System Score: | -0.422 | Sharpe Ratio: | -0.085 |
Start Date: | 2022-01-03 | End Date: | 2024-12-30 |
Total days: | 1092 | ||
Commissions: | 112.00 | Comm.% P/L | 17.21 % |
Total Transactions: | 112 | Log. Linearity: | 54.422 % |
Total | Long | Short | EFX | TRU | |
---|---|---|---|---|---|
Total Profit/Loss | -650.75 | 1131.16 | -1781.91 | -2941.42 | 2290.67 |
Total Profit | 5821.82 | 3137.65 | 2684.17 | 5756.10 | 9966.89 |
Total Loss | 6472.57 | 2006.49 | 4466.08 | 8697.52 | 7676.22 |
Profit Factor | 0.90 | 1.56 | 0.60 | 0.66 | 1.30 |
Trades | 28 | 14 | 14 | 28 | 28 |
Winning Trades | 21 | 11 | 10 | 12 | 18 |
Losing Trades | 7 | 3 | 4 | 16 | 10 |
% Profitable | 75.00 | 78.00 | 71.00 | 42.00 | 64.00 |
Profit/Loss Per Trade % | -0.24 | 0.80 | -1.27 | -1.17 | 0.57 |
Profit Per Trade % | 2.96 | 2.99 | 2.93 | 4.92 | 5.60 |
Loss Per Trade % | 8.71 | 6.72 | 10.23 | 5.24 | 7.44 |
Days In Trade | 391 | 181 | 210 | 391 | 391 |
Days In Trade (Avg. Per Trade) | 13.96 | 12.93 | 15.00 | 13.96 | 13.96 |
% Days In Trade | 35.81 | 16.58 | 19.23 | 35.81 | 35.81 |