Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ACDC | ProFrac Holding Corp. | Energy | Oil & Gas Equipment & Services | 1019 | 6.36 | 878162 | |
AE | Adams Resources & Energy Inc | Energy | Oil & Gas Refining & Marketing | 59 | 0.0421 | 22.81 | 8125 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
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: | 23579.94 |
Total net P/L: | 13579.94 | Total ROI: | 135.80 % |
CAGR: | 135.80 % | Max. DD: | 28.81 % |
System Score: | 46.318 | Sharpe Ratio: | 2.207 |
Start Date: | 2023-08-31 | End Date: | 2024-08-30 |
Total days: | 365 | ||
Commissions: | 362.08 | Comm.% P/L | 2.60 % |
Total Transactions: | 60 | Log. Linearity: | 69.869 % |
Total | Long | Short | ACDC | AE | |
---|---|---|---|---|---|
Total Profit/Loss | 13942.02 | 6763.10 | 7178.93 | 12004.89 | 1937.14 |
Total Profit | 18072.96 | 9893.31 | 8179.65 | 14670.10 | 5014.34 |
Total Loss | 4130.93 | 3130.21 | 1000.72 | 2665.22 | 3077.20 |
Profit Factor | 4.38 | 3.16 | 8.17 | 5.50 | 1.63 |
Trades | 15 | 8 | 7 | 15 | 15 |
Winning Trades | 11 | 6 | 5 | 10 | 9 |
Losing Trades | 4 | 2 | 2 | 5 | 6 |
% Profitable | 73.00 | 75.00 | 71.00 | 66.00 | 60.00 |
Profit/Loss Per Trade % | 6.05 | 5.10 | 7.15 | 5.32 | 0.71 |
Profit Per Trade % | 10.82 | 10.25 | 11.50 | 9.91 | 3.65 |
Loss Per Trade % | 5.88 | 8.88 | 2.97 | 3.27 | 3.46 |
Days In Trade | 165 | 99 | 66 | 165 | 165 |
Days In Trade (Avg. Per Trade) | 11.00 | 12.38 | 9.43 | 11.00 | 11.00 |
% Days In Trade | 45.21 | 27.12 | 18.08 | 45.21 | 45.21 |