Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
KDP | Keurig Dr Pepper Inc | Consumer Defensive | Beverages - Non-Alcoholic | 50541 | 0.0231 | 37.27 | 8606802 |
ADM | Archer-Daniels-Midland Company | Consumer Defensive | Farm Products | 28449 | 0.0336 | 59.5 | 4470884 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 50 | 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: | 27187.24 |
Total net P/L: | 17187.24 | Total ROI: | 171.87 % |
CAGR: | 19.63 % | Max. DD: | 26.91 % |
System Score: | 16.154 | Sharpe Ratio: | 1.922 |
Start Date: | 2019-01-02 | End Date: | 2024-07-31 |
Total days: | 2037 | ||
Commissions: | 646.32 | Comm.% P/L | 3.62 % |
Total Transactions: | 296 | Log. Linearity: | 93.714 % |
Total | Long | Short | KDP | ADM | |
---|---|---|---|---|---|
Total Profit/Loss | 17833.56 | 10382.77 | 7450.79 | 15801.05 | 2032.51 |
Total Profit | 39431.84 | 21787.15 | 17644.69 | 28591.13 | 29879.60 |
Total Loss | 21598.28 | 11404.38 | 10193.90 | 12790.08 | 27847.09 |
Profit Factor | 1.83 | 1.91 | 1.73 | 2.24 | 1.07 |
Trades | 74 | 38 | 36 | 74 | 74 |
Winning Trades | 50 | 25 | 25 | 41 | 43 |
Losing Trades | 24 | 13 | 11 | 33 | 31 |
% Profitable | 67.00 | 65.00 | 69.00 | 55.00 | 58.00 |
Profit/Loss Per Trade % | 1.41 | 1.66 | 1.14 | 1.18 | 0.08 |
Profit Per Trade % | 4.51 | 5.27 | 3.76 | 4.16 | 3.82 |
Loss Per Trade % | 4.55 | 4.76 | 4.30 | 2.34 | 4.61 |
Days In Trade | 1070 | 494 | 576 | 1070 | 1070 |
Days In Trade (Avg. Per Trade) | 14.46 | 13.00 | 16.00 | 14.46 | 14.46 |
% Days In Trade | 52.53 | 24.25 | 28.28 | 52.53 | 52.53 |