Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ICLN | iShares Global Clean Energy ETF | 0 | 11.49 | 2869963 | |||
CPB | Campbell Soup Company Common Stock | Consumer Defensive | Packaged Foods | 11295 | 0.0412 | 37.5 | 2779780 |
Entry Threshold: | 0.20 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
Inverted: | CPB | Transformed: | ICLN | A=1000.0 B=0.1 | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
RSI Period: | 6 | RSI Threshold: | 15 | ||
Margin Req. 1: | 15.0 | Margin Req. 2: | 15.0 | High Leverage | |
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 14363.31 |
Total net P/L: | 4363.31 | Total ROI: | 43.63 % |
CAGR: | 106.72 % | Max. DD: | 33.19 % |
System Score: | 11.657 | Sharpe Ratio: | 0.925 |
Start Date: | 2024-07-01 | End Date: | 2024-12-30 |
Total days: | 182 | ||
Commissions: | 486.53 | Comm.% P/L | 10.03 % |
Total Transactions: | 56 | Log. Linearity: | 47.803 % |
Total | ![]() |
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ICLN | CPB | |
---|---|---|---|---|---|
Total Profit/Loss | 4849.84 | -338.71 | 5188.55 | 2351.94 | 2497.90 |
Total Profit | 9317.98 | 2427.70 | 6890.28 | 5823.27 | 4914.48 |
Total Loss | 4468.14 | 2766.41 | 1701.73 | 3471.33 | 2416.58 |
Profit Factor | 2.09 | 0.88 | 4.05 | 1.68 | 2.03 |
Trades | 14 | 6 | 8 | 14 | 14 |
Winning Trades | 6 | 2 | 4 | 6 | 9 |
Losing Trades | 8 | 4 | 4 | 8 | 4 |
% Profitable | 42.00 | 33.00 | 50.00 | 42.00 | 64.00 |
Profit/Loss Per Trade % | 2.95 | -0.51 | 5.62 | 1.38 | 1.74 |
Profit Per Trade % | 15.48 | 12.81 | 16.84 | 9.75 | 5.51 |
Loss Per Trade % | 5.42 | 6.52 | 4.33 | 4.34 | 5.77 |
Days In Trade | 153 | 64 | 89 | 153 | 153 |
Days In Trade (Avg. Per Trade) | 10.93 | 10.67 | 11.12 | 10.93 | 10.93 |
% Days In Trade | 84.07 | 35.16 | 48.90 | 84.07 | 84.07 |