Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ATI | Allegheny Technologies Incorporated | Industrials | Metal Fabrication | 5400 | 0.0182 | 40.27 | 1170278 |
MLI | Mueller Industries Inc | Industrials | Metal Fabrication | 4940 | 0.0138 | 42.65 | 803145 |
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: | 9208.72 |
Total net P/L: | -791.28 | Total ROI: | -7.91 % |
CAGR: | -4.07 % | Max. DD: | 56.46 % |
System Score: | -0.423 | Sharpe Ratio: | -0.002 |
Start Date: | 2021-01-04 | End Date: | 2022-12-30 |
Total days: | 725 | ||
Commissions: | 162.41 | Comm.% P/L | 25.83 % |
Total Transactions: | 76 | Log. Linearity: | 47.019 % |
Total | ![]() |
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ATI | MLI | |
---|---|---|---|---|---|
Total Profit/Loss | -628.87 | -1795.86 | 1166.99 | -1313.83 | 684.96 |
Total Profit | 7511.19 | 3384.01 | 4127.19 | 5514.78 | 6553.78 |
Total Loss | 8140.06 | 5179.86 | 2960.20 | 6828.61 | 5868.82 |
Profit Factor | 0.92 | 0.65 | 1.39 | 0.81 | 1.12 |
Trades | 19 | 9 | 10 | 19 | 19 |
Winning Trades | 12 | 5 | 7 | 9 | 13 |
Losing Trades | 7 | 4 | 3 | 10 | 6 |
% Profitable | 63.00 | 55.00 | 70.00 | 47.00 | 68.00 |
Profit/Loss Per Trade % | -0.35 | -1.04 | 0.28 | -0.74 | 0.30 |
Profit Per Trade % | 6.47 | 7.59 | 5.68 | 7.05 | 5.21 |
Loss Per Trade % | 9.91 | 9.78 | 10.07 | 7.04 | 9.14 |
Days In Trade | 299 | 152 | 147 | 299 | 299 |
Days In Trade (Avg. Per Trade) | 15.74 | 16.89 | 14.70 | 15.74 | 15.74 |
% Days In Trade | 41.24 | 20.97 | 20.28 | 41.24 | 41.24 |