Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
F | Ford Motor Company | Consumer Cyclical | Auto Manufacturers | 46844 | 0.0691 | 11.78 | 88366746 |
GM | General Motors Company | Consumer Cyclical | Auto Manufacturers | 51331 | 0.0122 | 53.39 | 12363634 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | 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: | 10000.00 | Final Equity: | 7644.84 |
Total net P/L: | -2355.16 | Total ROI: | -23.55 % |
CAGR: | -4.77 % | Max. DD: | 55.88 % |
System Score: | -2.408 | Sharpe Ratio: | -0.303 |
Start Date: | 2020-01-02 | End Date: | 2025-06-30 |
Total days: | 2006 | ||
Commissions: | 785.17 | Comm.% P/L | 50.01 % |
Total Transactions: | 288 | Log. Linearity: | 79.625 % |
Total | ![]() |
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F | GM | |
---|---|---|---|---|---|
Total Profit/Loss | -1569.99 | 1723.29 | -3293.28 | -44.32 | -1525.67 |
Total Profit | 12492.99 | 6396.72 | 6096.27 | 20844.33 | 18651.10 |
Total Loss | 14062.98 | 4673.43 | 9389.54 | 20888.65 | 20176.77 |
Profit Factor | 0.89 | 1.37 | 0.65 | 1.00 | 0.92 |
Trades | 72 | 36 | 36 | 72 | 72 |
Winning Trades | 45 | 23 | 22 | 44 | 41 |
Losing Trades | 27 | 13 | 14 | 27 | 31 |
% Profitable | 62.00 | 63.00 | 61.00 | 61.00 | 56.00 |
Profit/Loss Per Trade % | -0.24 | 0.31 | -0.79 | -0.17 | -0.73 |
Profit Per Trade % | 3.35 | 3.24 | 3.46 | 5.51 | 5.09 |
Loss Per Trade % | 5.71 | 4.63 | 6.72 | 8.07 | 7.60 |
Days In Trade | 915 | 485 | 430 | 915 | 915 |
Days In Trade (Avg. Per Trade) | 12.71 | 13.47 | 11.94 | 12.71 | 12.71 |
% Days In Trade | 45.61 | 24.18 | 21.44 | 45.61 | 45.61 |