Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
RRR | Red Rock Resorts Inc | Consumer Cyclical | Resorts & Casinos | 4515 | 0.0228 | 43.99 | 595497 |
QSR | Restaurant Brands International Inc | Consumer Cyclical | Restaurants | 30311 | 0.0372 | 67.89 | 1877265 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
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: | 20511.96 |
Total net P/L: | 10511.96 | Total ROI: | 105.12 % |
CAGR: | 14.93 % | Max. DD: | 55.18 % |
System Score: | 5.268 | Sharpe Ratio: | 1.360 |
Start Date: | 2020-01-02 | End Date: | 2025-02-28 |
Total days: | 1884 | ||
Commissions: | 461.52 | Comm.% P/L | 4.21 % |
Total Transactions: | 336 | Log. Linearity: | 70.657 % |
Total | ![]() |
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RRR | QSR | |
---|---|---|---|---|---|
Total Profit/Loss | 10973.48 | 11064.24 | -90.76 | -158.71 | 11132.19 |
Total Profit | 28591.11 | 14677.77 | 13913.34 | 26452.99 | 21138.87 |
Total Loss | 17617.63 | 3613.53 | 14004.10 | 26611.70 | 10006.68 |
Profit Factor | 1.62 | 4.06 | 0.99 | 0.99 | 2.11 |
Trades | 84 | 38 | 46 | 84 | 84 |
Winning Trades | 63 | 32 | 31 | 55 | 49 |
Losing Trades | 21 | 6 | 15 | 29 | 35 |
% Profitable | 75.00 | 84.00 | 67.00 | 65.00 | 58.00 |
Profit/Loss Per Trade % | 0.92 | 2.77 | -0.59 | -1.03 | 1.05 |
Profit Per Trade % | 4.40 | 4.53 | 4.26 | 4.70 | 3.91 |
Loss Per Trade % | 7.63 | 5.10 | 8.65 | 8.06 | 2.74 |
Days In Trade | 929 | 387 | 542 | 929 | 929 |
Days In Trade (Avg. Per Trade) | 11.06 | 10.18 | 11.78 | 11.06 | 11.06 |
% Days In Trade | 49.31 | 20.54 | 28.77 | 49.31 | 49.31 |