Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
TEX | Terex Corporation | Industrials | Farm & Heavy Construction Machinery | 3927 | 0.0113 | 58.35 | 823898 |
LSTR | Landstar System Inc | Industrials | Integrated Freight & Logistics | 6442 | 0.0073 | 180.14 | 247742 |
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: | 1000.00 | Final Equity: | 1005.79 |
Total net P/L: | 5.79 | Total ROI: | 0.58 % |
CAGR: | 0.11 % | Max. DD: | 58.57 % |
System Score: | 0.000 | Sharpe Ratio: | 0.372 |
Start Date: | 2019-01-02 | End Date: | 2024-03-29 |
Total days: | 1913 | ||
Commissions: | 328.00 | Comm.% P/L | 98.26 % |
Total Transactions: | 328 | Log. Linearity: | 10.025 % |
Total | Long | Short | TEX | LSTR | |
---|---|---|---|---|---|
Total Profit/Loss | 333.79 | 318.49 | 15.31 | -268.40 | 602.19 |
Total Profit | 2099.54 | 1121.76 | 977.78 | 2137.62 | 1326.44 |
Total Loss | 1765.75 | 803.28 | 962.47 | 2406.02 | 724.25 |
Profit Factor | 1.19 | 1.40 | 1.02 | 0.89 | 1.83 |
Trades | 82 | 38 | 44 | 82 | 82 |
Winning Trades | 60 | 29 | 31 | 55 | 44 |
Losing Trades | 22 | 9 | 13 | 27 | 38 |
% Profitable | 73.00 | 76.00 | 70.00 | 67.00 | 53.00 |
Profit/Loss Per Trade % | 0.47 | 1.18 | -0.15 | -0.36 | 0.63 |
Profit Per Trade % | 3.96 | 4.39 | 3.56 | 4.44 | 3.11 |
Loss Per Trade % | 8.12 | 8.19 | 8.06 | 8.85 | 2.14 |
Days In Trade | 922 | 400 | 522 | 922 | 922 |
Days In Trade (Avg. Per Trade) | 11.24 | 10.53 | 11.86 | 11.24 | 11.24 |
% Days In Trade | 48.20 | 20.91 | 27.29 | 48.20 | 48.20 |