Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
HBI | Hanesbrands Inc | Consumer Cyclical | Apparel Manufacturing | 2725 | 0.0748 | 7.81 | 7759380 |
JELD | Jeld-Wen Holding Inc | Industrials | Building Products & Equipment | 954 | 0 | 11.37 | 1050071 |
Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | 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: | 14350.97 |
Total net P/L: | 4350.97 | Total ROI: | 43.51 % |
CAGR: | 44.09 % | Max. DD: | 24.08 % |
System Score: | 24.094 | Sharpe Ratio: | 1.126 |
Start Date: | 2022-01-03 | End Date: | 2022-12-30 |
Total days: | 361 | ||
Commissions: | 182.29 | Comm.% P/L | 4.02 % |
Total Transactions: | 36 | Log. Linearity: | 81.760 % |
Total | ![]() |
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HBI | JELD | |
---|---|---|---|---|---|
Total Profit/Loss | 4533.26 | 1548.13 | 2985.13 | 5299.44 | -766.18 |
Total Profit | 6366.30 | 2168.84 | 4197.46 | 6189.08 | 4194.81 |
Total Loss | 1833.04 | 620.71 | 1212.33 | 889.64 | 4960.99 |
Profit Factor | 3.47 | 3.49 | 3.46 | 6.96 | 0.85 |
Trades | 9 | 2 | 7 | 9 | 9 |
Winning Trades | 7 | 1 | 6 | 6 | 6 |
Losing Trades | 2 | 1 | 1 | 3 | 3 |
% Profitable | 77.00 | 50.00 | 85.00 | 66.00 | 66.00 |
Profit/Loss Per Trade % | 4.25 | 5.50 | 3.90 | 4.06 | -0.27 |
Profit Per Trade % | 7.37 | 16.12 | 5.98 | 7.42 | 5.69 |
Loss Per Trade % | 5.94 | 4.14 | 7.77 | 2.30 | 10.62 |
Days In Trade | 99 | 27 | 72 | 99 | 99 |
Days In Trade (Avg. Per Trade) | 11.00 | 13.50 | 10.29 | 11.00 | 11.00 |
% Days In Trade | 27.42 | 7.48 | 19.94 | 27.42 | 27.42 |