Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CVNA | Carvana Co | Consumer Cyclical | Auto & Truck Dealerships | 27485 | 235.02 | 3872480 | |
ROOT | Root Inc | Financial Services | Insurance - Property & Casualty | 2282 | 150.15 | 539148 |
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: | 10000.00 | Final Equity: | -742.53 |
Total net P/L: | -10742.53 | Total ROI: | -107.43 % |
CAGR: | 0.00 % | Max. DD: | 105.11 % |
System Score: | 0.000 | Sharpe Ratio: | -1.039 |
Start Date: | 2021-01-07 | End Date: | 2024-05-31 |
Total days: | 1240 | ||
Commissions: | 193.33 | Comm.% P/L | 1.83 % |
Total Transactions: | 184 | Log. Linearity: | 61.554 % |
Total | ![]() |
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CVNA | ROOT | |
---|---|---|---|---|---|
Total Profit/Loss | -10549.20 | -1997.57 | -8551.63 | -6831.30 | -3717.90 |
Total Profit | 16961.02 | 9007.84 | 7953.18 | 12719.91 | 13185.75 |
Total Loss | 27510.22 | 11005.41 | 16504.81 | 19551.21 | 16903.65 |
Profit Factor | 0.62 | 0.82 | 0.48 | 0.65 | 0.78 |
Trades | 46 | 19 | 27 | 46 | 46 |
Winning Trades | 31 | 14 | 17 | 28 | 22 |
Losing Trades | 15 | 5 | 10 | 18 | 24 |
% Profitable | 67.00 | 73.00 | 62.00 | 60.00 | 47.00 |
Profit/Loss Per Trade % | 0.00 | 0.00 | -7.12 | -3.84 | 0.00 |
Profit Per Trade % | 11.73 | 11.10 | 12.26 | 13.46 | 13.33 |
Loss Per Trade % | 35.84 | 60.25 | 25.07 | 21.38 | 17.43 |
Days In Trade | 590 | 215 | 375 | 590 | 590 |
Days In Trade (Avg. Per Trade) | 12.83 | 11.32 | 13.89 | 12.83 | 12.83 |
% Days In Trade | 47.58 | 17.34 | 30.24 | 47.58 | 47.58 |