Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MGNX | MacroGenics Inc | Healthcare | Biotechnology | 383 | 0 | 6.22 | 969203 |
BIG | Big Lots Inc | Consumer Defensive | Discount Stores | 470 | 0.0705 | 16.73 | 1257733 |
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: | 211346.65 |
Total net P/L: | 201346.65 | Total ROI: | 2013.47 % |
CAGR: | 55.70 % | Max. DD: | 48.48 % |
System Score: | 42.647 | Sharpe Ratio: | 2.322 |
Start Date: | 2016-01-04 | End Date: | 2022-11-23 |
Total days: | 2515 | ||
Commissions: | 8634.56 | Comm.% P/L | 4.11 % |
Total Transactions: | 248 | Log. Linearity: | 91.483 % |
Total | ![]() |
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MGNX | BIG | |
---|---|---|---|---|---|
Total Profit/Loss | 209981.21 | 106020.21 | 103961.00 | -246178.01 | 456159.22 |
Total Profit | 535700.35 | 227252.90 | 308447.45 | 234249.75 | 508876.10 |
Total Loss | 325719.14 | 121232.69 | 204486.45 | 480427.76 | 52716.88 |
Profit Factor | 1.64 | 1.87 | 1.51 | 0.49 | 9.65 |
Trades | 62 | 32 | 30 | 62 | 62 |
Winning Trades | 43 | 20 | 23 | 43 | 41 |
Losing Trades | 19 | 12 | 7 | 19 | 21 |
% Profitable | 69.00 | 62.00 | 76.00 | 69.00 | 66.00 |
Profit/Loss Per Trade % | 5.15 | 5.69 | 4.58 | 1.40 | 2.78 |
Profit Per Trade % | 14.49 | 17.27 | 12.13 | 10.39 | 8.18 |
Loss Per Trade % | 11.79 | 10.70 | 13.69 | 13.14 | 6.61 |
Days In Trade | 888 | 462 | 426 | 888 | 888 |
Days In Trade (Avg. Per Trade) | 14.32 | 14.44 | 14.20 | 14.32 | 14.32 |
% Days In Trade | 35.31 | 18.37 | 16.94 | 35.31 | 35.31 |