Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PKG | Packaging Corp of America | Consumer Cyclical | Packaging & Containers | 17825 | 0.0253 | 198.49 | 678236 |
SON | Sonoco Products Company | Consumer Cyclical | Packaging & Containers | 4772 | 0.0439 | 48.39 | 763991 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
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: | 7010.93 |
Total net P/L: | -2989.07 | Total ROI: | -29.89 % |
CAGR: | -29.96 % | Max. DD: | 37.09 % |
System Score: | -20.048 | Sharpe Ratio: | -1.995 |
Start Date: | 2024-01-02 | End Date: | 2024-12-31 |
Total days: | 364 | ||
Commissions: | 56.00 | Comm.% P/L | 1.91 % |
Total Transactions: | 56 | Log. Linearity: | 87.468 % |
Total | ![]() |
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PKG | SON | |
---|---|---|---|---|---|
Total Profit/Loss | -2933.07 | 766.90 | -3699.97 | -1944.88 | -988.19 |
Total Profit | 1572.07 | 1112.42 | 459.65 | 922.80 | 1670.25 |
Total Loss | 4505.14 | 345.52 | 4159.62 | 2867.68 | 2658.44 |
Profit Factor | 0.35 | 3.22 | 0.11 | 0.32 | 0.63 |
Trades | 14 | 6 | 8 | 14 | 14 |
Winning Trades | 7 | 5 | 2 | 6 | 7 |
Losing Trades | 7 | 1 | 6 | 8 | 7 |
% Profitable | 50.00 | 83.00 | 25.00 | 42.00 | 50.00 |
Profit/Loss Per Trade % | -2.46 | 1.32 | -5.20 | -1.71 | -0.78 |
Profit Per Trade % | 2.27 | 2.28 | 2.25 | 1.51 | 2.66 |
Loss Per Trade % | 6.72 | 3.36 | 7.30 | 3.92 | 3.88 |
Days In Trade | 216 | 84 | 132 | 216 | 216 |
Days In Trade (Avg. Per Trade) | 15.43 | 14.00 | 16.50 | 15.43 | 15.43 |
% Days In Trade | 59.34 | 23.08 | 36.26 | 59.34 | 59.34 |