| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| URBN | Urban Outfitters Inc | Consumer Cyclical | Apparel Retail | 6700 | 74.71 | 1877666 | |
| RACE | Ferrari NV | Consumer Cyclical | Auto Manufacturers | 63262 | 0.012 | 358.5 | 666681 |
| Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
| 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: | 26322.87 |
| Total net P/L: | 16322.87 | Total ROI: | 163.23 % |
| CAGR: | 20.29 % | Max. DD: | 50.58 % |
| System Score: | 8.190 | Sharpe Ratio: | 1.621 |
| Start Date: | 2021-01-04 | End Date: | 2026-03-31 |
| Total days: | 1912 | ||
| Commissions: | 406.79 | Comm.% P/L | 2.43 % |
| Total Transactions: | 212 | Log. Linearity: | 73.901 % |
| Total | Long |
Short |
URBN | RACE | |
|---|---|---|---|---|---|
| Total Profit/Loss | 16729.66 | 23741.29 | -7011.63 | 13216.20 | 3513.46 |
| Total Profit | 61427.08 | 35209.52 | 26217.56 | 55546.57 | 21617.37 |
| Total Loss | 44697.42 | 11468.23 | 33229.19 | 42330.37 | 18103.91 |
| Profit Factor | 1.37 | 3.07 | 0.79 | 1.31 | 1.19 |
| Trades | 53 | 26 | 27 | 53 | 53 |
| Winning Trades | 40 | 21 | 19 | 38 | 24 |
| Losing Trades | 13 | 5 | 8 | 15 | 29 |
| % Profitable | 75.00 | 80.00 | 70.00 | 71.00 | 45.00 |
| Profit/Loss Per Trade % | 1.88 | 4.25 | -0.35 | 1.48 | 0.35 |
| Profit Per Trade % | 7.06 | 7.47 | 6.60 | 6.98 | 4.20 |
| Loss Per Trade % | 11.44 | 7.70 | 13.84 | 10.57 | 2.65 |
| Days In Trade | 719 | 318 | 401 | 719 | 719 |
| Days In Trade (Avg. Per Trade) | 13.57 | 12.23 | 14.85 | 13.57 | 13.57 |
| % Days In Trade | 37.60 | 16.63 | 20.97 | 37.60 | 37.60 |