Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
KNX | Knight Transportation Inc | Industrials | Trucking | 6515 | 0.0185 | 39.21 | 2358329 |
WERN | Werner Enterprises Inc | Industrials | Trucking | 1818 | 0.0203 | 27.66 | 747603 |
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: | 13842.91 |
Total net P/L: | 3842.91 | Total ROI: | 38.43 % |
CAGR: | 19.51 % | Max. DD: | 4.17 % |
System Score: | 17.381 | Sharpe Ratio: | 2.564 |
Start Date: | 2022-01-03 | End Date: | 2023-10-31 |
Total days: | 666 | ||
Commissions: | 83.05 | Comm.% P/L | 2.12 % |
Total Transactions: | 68 | Log. Linearity: | 96.224 % |
Total | ![]() |
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KNX | WERN | |
---|---|---|---|---|---|
Total Profit/Loss | 3925.96 | 1081.74 | 2844.22 | 1489.17 | 2436.79 |
Total Profit | 4024.87 | 1096.71 | 2928.16 | 4945.08 | 5324.53 |
Total Loss | 98.91 | 14.97 | 83.94 | 3455.91 | 2887.74 |
Profit Factor | 40.69 | 73.26 | 34.88 | 1.43 | 1.84 |
Trades | 17 | 6 | 11 | 17 | 17 |
Winning Trades | 15 | 5 | 10 | 9 | 11 |
Losing Trades | 2 | 1 | 1 | 8 | 6 |
% Profitable | 88.00 | 83.00 | 90.00 | 52.00 | 64.00 |
Profit/Loss Per Trade % | 1.97 | 1.64 | 2.16 | 0.33 | 1.39 |
Profit Per Trade % | 2.30 | 2.00 | 2.46 | 4.40 | 4.39 |
Loss Per Trade % | 0.46 | 0.14 | 0.79 | 3.96 | 3.80 |
Days In Trade | 199 | 82 | 117 | 199 | 199 |
Days In Trade (Avg. Per Trade) | 11.71 | 13.67 | 10.64 | 11.71 | 11.71 |
% Days In Trade | 29.88 | 12.31 | 17.57 | 29.88 | 29.88 |