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: | 13757.58 |
Total net P/L: | 3757.58 | Total ROI: | 37.58 % |
CAGR: | 38.06 % | Max. DD: | 7.80 % |
System Score: | 26.359 | Sharpe Ratio: | 1.783 |
Start Date: | 2022-01-03 | End Date: | 2022-12-30 |
Total days: | 361 | ||
Commissions: | 36.00 | Comm.% P/L | 0.95 % |
Total Transactions: | 36 | Log. Linearity: | 88.473 % |
Total | ![]() |
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KMB | MNST | |
---|---|---|---|---|---|
Total Profit/Loss | 3793.58 | 2061.13 | 1732.45 | 3332.77 | 460.81 |
Total Profit | 3877.58 | 2145.13 | 1732.45 | 3645.37 | 1212.53 |
Total Loss | 84.00 | 84.00 | 0.00 | 312.60 | 751.72 |
Profit Factor | 46.16 | 25.54 | 0.00 | 11.66 | 1.61 |
Trades | 9 | 4 | 5 | 9 | 9 |
Winning Trades | 8 | 3 | 5 | 7 | 5 |
Losing Trades | 1 | 1 | 0 | 2 | 4 |
% Profitable | 88.00 | 75.00 | 100.00 | 77.00 | 55.00 |
Profit/Loss Per Trade % | 3.64 | 4.35 | 3.08 | 3.28 | 0.32 |
Profit Per Trade % | 4.19 | 6.06 | 3.08 | 4.59 | 1.95 |
Loss Per Trade % | 0.63 | 0.63 | 0.00 | 1.19 | 1.67 |
Days In Trade | 112 | 42 | 70 | 112 | 112 |
Days In Trade (Avg. Per Trade) | 12.44 | 10.50 | 14.00 | 12.44 | 12.44 |
% Days In Trade | 31.02 | 11.63 | 19.39 | 31.02 | 31.02 |