Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
LEVI | Levi Strauss & Co Class A | Consumer Cyclical | Apparel Manufacturing | 7264 | 0.0284 | 17.78 | 2282935 |
RL | Ralph Lauren Corp Class A | Consumer Cyclical | Apparel Manufacturing | 12172 | 0.0166 | 196.51 | 878241 |
Entry Threshold: | 2.70 | Exit Threshold: | 1.00 | ||
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: | 8653.19 |
Total net P/L: | 3653.19 | Total ROI: | 73.06 % |
CAGR: | 11.38 % | Max. DD: | 17.36 % |
System Score: | 7.655 | Sharpe Ratio: | 1.668 |
Start Date: | 2019-05-29 | End Date: | 2024-06-28 |
Total days: | 1857 | ||
Commissions: | 292.11 | Comm.% P/L | 7.40 % |
Total Transactions: | 184 | Log. Linearity: | 87.610 % |
Total | Long | Short | LEVI | RL | |
---|---|---|---|---|---|
Total Profit/Loss | 3945.30 | 142.38 | 3802.92 | 6352.08 | -2406.78 |
Total Profit | 7799.62 | 2261.16 | 5538.46 | 10471.92 | 4152.92 |
Total Loss | 3854.32 | 2118.78 | 1735.54 | 4119.84 | 6559.70 |
Profit Factor | 2.02 | 1.07 | 3.19 | 2.54 | 0.63 |
Trades | 46 | 18 | 28 | 46 | 46 |
Winning Trades | 33 | 11 | 22 | 30 | 23 |
Losing Trades | 13 | 7 | 6 | 16 | 23 |
% Profitable | 71.00 | 61.00 | 78.00 | 65.00 | 50.00 |
Profit/Loss Per Trade % | 1.29 | 0.30 | 1.92 | 1.72 | -0.55 |
Profit Per Trade % | 3.32 | 2.74 | 3.62 | 4.65 | 2.57 |
Loss Per Trade % | 3.60 | 3.35 | 3.91 | 3.40 | 3.53 |
Days In Trade | 264 | 134 | 130 | 264 | 264 |
Days In Trade (Avg. Per Trade) | 5.74 | 7.44 | 4.64 | 5.74 | 5.74 |
% Days In Trade | 14.22 | 7.22 | 7.00 | 14.22 | 14.22 |