Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ESAB | ESAB Corp | Industrials | Metal Fabrication | 7499 | 0.0026 | 124.06 | 260205 |
MLI | Mueller Industries Inc | Industrials | Metal Fabrication | 9309 | 0.0098 | 81.85 | 902321 |
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: | 6750.12 |
Total net P/L: | -3249.88 | Total ROI: | -32.50 % |
CAGR: | -51.37 % | Max. DD: | 36.30 % |
System Score: | -21.939 | Sharpe Ratio: | -2.540 |
Start Date: | 2022-06-14 | End Date: | 2022-12-30 |
Total days: | 199 | ||
Commissions: | 19.53 | Comm.% P/L | 0.60 % |
Total Transactions: | 16 | Log. Linearity: | 75.308 % |
Total | Long | Short | ESAB | MLI | |
---|---|---|---|---|---|
Total Profit/Loss | -3230.34 | -2875.03 | -355.31 | -755.76 | -2474.59 |
Total Profit | 159.97 | 159.97 | 0.00 | 133.30 | 108.16 |
Total Loss | 3390.31 | 3035.00 | 355.31 | 889.06 | 2582.74 |
Profit Factor | 0.05 | 0.05 | 0.00 | 0.15 | 0.04 |
Trades | 4 | 3 | 1 | 4 | 4 |
Winning Trades | 1 | 1 | 0 | 2 | 2 |
Losing Trades | 3 | 2 | 1 | 2 | 2 |
% Profitable | 25.00 | 33.00 | 0.00 | 50.00 | 50.00 |
Profit/Loss Per Trade % | -9.30 | -10.69 | -5.00 | -2.48 | -6.98 |
Profit Per Trade % | 2.07 | 2.07 | 0.00 | 0.86 | 0.69 |
Loss Per Trade % | 12.22 | 16.02 | 5.00 | 5.46 | 13.32 |
Days In Trade | 67 | 52 | 15 | 67 | 67 |
Days In Trade (Avg. Per Trade) | 16.75 | 17.33 | 15.00 | 16.75 | 16.75 |
% Days In Trade | 33.67 | 26.13 | 7.54 | 33.67 | 33.67 |