| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| UA | Under Armour Inc C | Consumer Cyclical | Apparel Manufacturing | 1894 | 4.33 | 4411270 | |
| UAA | Under Armour Inc A | Consumer Cyclical | Apparel Manufacturing | 1933 | 4.56 | 12762298 |
| 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: | 10.0 | Margin Req. 2: | 10.0 | High Leverage | |
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 18571.32 |
| Total net P/L: | 8571.32 | Total ROI: | 85.71 % |
| CAGR: | 97.10 % | Max. DD: | 12.14 % |
| System Score: | 38.568 | Sharpe Ratio: | 1.893 |
| Start Date: | 2020-01-02 | End Date: | 2020-11-30 |
| Total days: | 333 | ||
| Commissions: | 1620.73 | Comm.% P/L | 15.90 % |
| Total Transactions: | 44 | Log. Linearity: | 73.509 % |
| Total | Long |
Short |
UA | UAA | |
|---|---|---|---|---|---|
| Total Profit/Loss | 10192.05 | 3041.13 | 7150.92 | -26084.75 | 36276.80 |
| Total Profit | 11182.31 | 4031.39 | 7150.92 | 28422.34 | 64023.98 |
| Total Loss | 990.26 | 990.26 | 0.00 | 54507.09 | 27747.18 |
| Profit Factor | 11.29 | 4.07 | 0.00 | 0.52 | 2.31 |
| Trades | 11 | 6 | 5 | 11 | 11 |
| Winning Trades | 10 | 5 | 5 | 6 | 7 |
| Losing Trades | 1 | 1 | 0 | 5 | 4 |
| % Profitable | 90.00 | 83.00 | 100.00 | 54.00 | 63.00 |
| Profit/Loss Per Trade % | 6.80 | 4.38 | 9.76 | 0.00 | 0.31 |
| Profit Per Trade % | 8.10 | 6.46 | 9.76 | 29.81 | 59.02 |
| Loss Per Trade % | 5.40 | 5.40 | 0.00 | 74.38 | 46.18 |
| Days In Trade | 122 | 77 | 45 | 122 | 122 |
| Days In Trade (Avg. Per Trade) | 11.09 | 12.83 | 9.00 | 11.09 | 11.09 |
| % Days In Trade | 36.64 | 23.12 | 13.51 | 36.64 | 36.64 |