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: | |
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: | 47305.78 |
Total net P/L: | 37305.78 | Total ROI: | 373.06 % |
CAGR: | 2157.03 % | Max. DD: | 15.53 % |
System Score: | 1849.070 | Sharpe Ratio: | 3.069 |
Start Date: | 2024-07-01 | End Date: | 2024-12-30 |
Total days: | 182 | ||
Commissions: | 1071.34 | Comm.% P/L | 2.79 % |
Total Transactions: | 56 | Log. Linearity: | 94.995 % |
Total | ![]() |
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ICLN | CPB | |
---|---|---|---|---|---|
Total Profit/Loss | 38377.12 | 23932.85 | 14444.27 | 17107.73 | 21269.39 |
Total Profit | 39470.53 | 25026.26 | 14444.27 | 24464.96 | 26071.39 |
Total Loss | 1093.41 | 1093.41 | 0.00 | 7357.23 | 4802.00 |
Profit Factor | 36.10 | 22.89 | 0.00 | 3.33 | 5.43 |
Trades | 14 | 9 | 5 | 14 | 14 |
Winning Trades | 13 | 8 | 5 | 11 | 11 |
Losing Trades | 1 | 1 | 0 | 3 | 3 |
% Profitable | 92.00 | 88.00 | 100.00 | 78.00 | 78.00 |
Profit/Loss Per Trade % | 12.08 | 12.82 | 10.75 | 6.13 | 5.36 |
Profit Per Trade % | 13.40 | 15.09 | 10.75 | 10.37 | 8.57 |
Loss Per Trade % | 3.81 | 3.81 | 0.00 | 7.77 | 5.24 |
Days In Trade | 125 | 84 | 41 | 125 | 125 |
Days In Trade (Avg. Per Trade) | 8.93 | 9.33 | 8.20 | 8.93 | 8.93 |
% Days In Trade | 68.68 | 46.15 | 22.53 | 68.68 | 68.68 |