Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ADNT | Adient PLC | Consumer Cyclical | Auto Parts | 1680 | 19.41 | 1269535 | |
MGA | Magna International Inc | Consumer Cyclical | Auto Parts | 12945 | 0.0422 | 45.05 | 1668299 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 40 | 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: | 5000.00 | Final Equity: | 36925.27 |
Total net P/L: | 31925.27 | Total ROI: | 638.51 % |
CAGR: | 43.93 % | Max. DD: | 61.35 % |
System Score: | 37.210 | Sharpe Ratio: | 2.548 |
Start Date: | 2019-01-02 | End Date: | 2024-06-28 |
Total days: | 2004 | ||
Commissions: | 671.58 | Comm.% P/L | 2.06 % |
Total Transactions: | 328 | Log. Linearity: | 94.615 % |
Total | Long | Short | ADNT | MGA | |
---|---|---|---|---|---|
Total Profit/Loss | 32596.85 | 18807.53 | 13789.32 | 35432.02 | -2835.17 |
Total Profit | 44201.50 | 25381.10 | 18820.40 | 63855.64 | 30332.00 |
Total Loss | 11604.65 | 6573.57 | 5031.08 | 28423.62 | 33167.17 |
Profit Factor | 3.81 | 3.86 | 3.74 | 2.25 | 0.91 |
Trades | 82 | 39 | 43 | 82 | 82 |
Winning Trades | 63 | 30 | 33 | 57 | 39 |
Losing Trades | 19 | 9 | 10 | 25 | 43 |
% Profitable | 76.00 | 76.00 | 76.00 | 69.00 | 47.00 |
Profit/Loss Per Trade % | 2.53 | 4.16 | 1.07 | 2.12 | -0.46 |
Profit Per Trade % | 5.48 | 7.26 | 3.88 | 8.40 | 4.66 |
Loss Per Trade % | 5.91 | 5.19 | 6.57 | 8.83 | 4.76 |
Days In Trade | 977 | 409 | 568 | 977 | 977 |
Days In Trade (Avg. Per Trade) | 11.91 | 10.49 | 13.21 | 11.91 | 11.91 |
% Days In Trade | 48.75 | 20.41 | 28.34 | 48.75 | 48.75 |