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: | 15416.90 |
Total net P/L: | 5416.90 | Total ROI: | 54.17 % |
CAGR: | 5.13 % | Max. DD: | 71.05 % |
System Score: | 0.000 | Sharpe Ratio: | 0.936 |
Start Date: | 2016-07-05 | End Date: | 2025-02-28 |
Total days: | 3160 | ||
Commissions: | 741.25 | Comm.% P/L | 12.04 % |
Total Transactions: | 536 | Log. Linearity: | 0.453 % |
Total | ![]() |
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RRR | QSR | |
---|---|---|---|---|---|
Total Profit/Loss | 6158.15 | 10480.15 | -4322.01 | -1510.53 | 7668.68 |
Total Profit | 34831.79 | 20058.60 | 14773.19 | 30301.90 | 22544.18 |
Total Loss | 28673.64 | 9578.45 | 19095.19 | 31812.44 | 14875.50 |
Profit Factor | 1.21 | 2.09 | 0.77 | 0.95 | 1.52 |
Trades | 134 | 66 | 68 | 134 | 134 |
Winning Trades | 97 | 52 | 45 | 86 | 74 |
Losing Trades | 37 | 14 | 23 | 48 | 60 |
% Profitable | 72.00 | 78.00 | 66.00 | 64.00 | 55.00 |
Profit/Loss Per Trade % | 0.39 | 1.90 | -1.05 | -0.75 | 0.60 |
Profit Per Trade % | 4.15 | 4.41 | 3.85 | 4.13 | 3.42 |
Loss Per Trade % | 7.97 | 6.24 | 9.04 | 6.99 | 2.70 |
Days In Trade | 1544 | 726 | 818 | 1544 | 1544 |
Days In Trade (Avg. Per Trade) | 11.52 | 11.00 | 12.03 | 11.52 | 11.52 |
% Days In Trade | 48.86 | 22.97 | 25.89 | 48.86 | 48.86 |