Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
KMB | Kimberly-Clark Corporation | Consumer Defensive | Household & Personal Products | 45195 | 0.0359 | 133.01 | 1585062 |
MNST | Monster Beverage Corp | Consumer Defensive | Beverages-Non-Alcoholic | 55427 | 0 | 52.49 | 4758087 |
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: | 18714.61 |
Total net P/L: | 8714.61 | Total ROI: | 87.15 % |
CAGR: | 37.10 % | Max. DD: | 7.79 % |
System Score: | 32.762 | Sharpe Ratio: | 2.738 |
Start Date: | 2021-01-04 | End Date: | 2022-12-30 |
Total days: | 725 | ||
Commissions: | 80.04 | Comm.% P/L | 0.91 % |
Total Transactions: | 80 | Log. Linearity: | 95.942 % |
Total | ![]() |
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KMB | MNST | |
---|---|---|---|---|---|
Total Profit/Loss | 8794.65 | 5288.45 | 3506.20 | 5282.26 | 3512.39 |
Total Profit | 9490.99 | 5402.60 | 4088.39 | 6836.97 | 5643.23 |
Total Loss | 696.34 | 114.15 | 582.19 | 1554.71 | 2130.84 |
Profit Factor | 13.63 | 47.33 | 7.02 | 4.40 | 2.65 |
Trades | 20 | 10 | 10 | 20 | 20 |
Winning Trades | 17 | 9 | 8 | 14 | 13 |
Losing Trades | 3 | 1 | 2 | 6 | 7 |
% Profitable | 85.00 | 90.00 | 80.00 | 70.00 | 65.00 |
Profit/Loss Per Trade % | 3.21 | 3.87 | 2.56 | 1.79 | 1.35 |
Profit Per Trade % | 4.11 | 4.38 | 3.81 | 3.44 | 3.35 |
Loss Per Trade % | 1.71 | 0.62 | 2.26 | 1.93 | 2.23 |
Days In Trade | 250 | 114 | 136 | 250 | 250 |
Days In Trade (Avg. Per Trade) | 12.50 | 11.40 | 13.60 | 12.50 | 12.50 |
% Days In Trade | 34.48 | 15.72 | 18.76 | 34.48 | 34.48 |