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: | 1048.48 |
Total net P/L: | 48.48 | Total ROI: | 4.85 % |
CAGR: | 3.90 % | Max. DD: | 30.26 % |
System Score: | 0.202 | Sharpe Ratio: | 0.307 |
Start Date: | 2023-01-02 | End Date: | 2024-03-29 |
Total days: | 452 | ||
Commissions: | 76.00 | Comm.% P/L | 61.06 % |
Total Transactions: | 76 | Log. Linearity: | 37.275 % |
Total | Long | Short | TEX | LSTR | |
---|---|---|---|---|---|
Total Profit/Loss | 124.48 | 81.75 | 42.73 | 5.87 | 118.61 |
Total Profit | 438.04 | 165.42 | 272.62 | 415.97 | 224.12 |
Total Loss | 313.56 | 83.67 | 229.89 | 410.10 | 105.51 |
Profit Factor | 1.40 | 1.98 | 1.19 | 1.01 | 2.12 |
Trades | 19 | 7 | 12 | 19 | 19 |
Winning Trades | 14 | 6 | 8 | 13 | 10 |
Losing Trades | 5 | 1 | 4 | 6 | 9 |
% Profitable | 73.00 | 85.00 | 66.00 | 68.00 | 52.00 |
Profit/Loss Per Trade % | 0.72 | 1.08 | 0.50 | 0.09 | 0.56 |
Profit Per Trade % | 3.65 | 3.09 | 4.08 | 3.79 | 2.38 |
Loss Per Trade % | 6.98 | 10.16 | 6.20 | 7.36 | 1.41 |
Days In Trade | 216 | 80 | 136 | 216 | 216 |
Days In Trade (Avg. Per Trade) | 11.37 | 11.43 | 11.33 | 11.37 | 11.37 |
% Days In Trade | 47.79 | 17.70 | 30.09 | 47.79 | 47.79 |