Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ATI | Allegheny Technologies Incorporated | Industrials | Metal Fabrication | 9016 | 63.21 | 1525534 | |
MLI | Mueller Industries Inc | Industrials | Metal Fabrication | 9143 | 0.0103 | 80.39 | 914748 |
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: | 10775.97 |
Total net P/L: | 775.97 | Total ROI: | 7.76 % |
CAGR: | 2.54 % | Max. DD: | 56.46 % |
System Score: | 0.002 | Sharpe Ratio: | 0.392 |
Start Date: | 2021-01-04 | End Date: | 2023-12-29 |
Total days: | 1089 | ||
Commissions: | 213.20 | Comm.% P/L | 21.55 % |
Total Transactions: | 116 | Log. Linearity: | 9.595 % |
Total | ![]() |
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ATI | MLI | |
---|---|---|---|---|---|
Total Profit/Loss | 989.17 | -1887.77 | 2876.93 | -326.10 | 1315.27 |
Total Profit | 10746.16 | 4624.99 | 6121.16 | 8767.28 | 9779.28 |
Total Loss | 9756.99 | 6512.77 | 3244.22 | 9093.38 | 8464.02 |
Profit Factor | 1.10 | 0.71 | 1.89 | 0.96 | 1.16 |
Trades | 29 | 13 | 16 | 29 | 29 |
Winning Trades | 19 | 7 | 12 | 14 | 18 |
Losing Trades | 10 | 6 | 4 | 15 | 11 |
% Profitable | 65.00 | 53.00 | 75.00 | 48.00 | 62.00 |
Profit/Loss Per Trade % | 0.33 | -0.79 | 1.26 | -0.19 | 0.36 |
Profit Per Trade % | 5.85 | 7.29 | 5.01 | 6.93 | 5.59 |
Loss Per Trade % | 8.51 | 8.70 | 8.21 | 6.19 | 7.34 |
Days In Trade | 450 | 220 | 230 | 450 | 450 |
Days In Trade (Avg. Per Trade) | 15.52 | 16.92 | 14.38 | 15.52 | 15.52 |
% Days In Trade | 41.32 | 20.20 | 21.12 | 41.32 | 41.32 |