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: | 17640.44 |
Total net P/L: | 7640.44 | Total ROI: | 76.40 % |
CAGR: | 20.87 % | Max. DD: | 12.57 % |
System Score: | 13.600 | Sharpe Ratio: | 2.058 |
Start Date: | 2020-01-02 | End Date: | 2022-12-30 |
Total days: | 1093 | ||
Commissions: | 124.00 | Comm.% P/L | 1.60 % |
Total Transactions: | 124 | Log. Linearity: | 86.696 % |
Total | ![]() |
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KMB | MNST | |
---|---|---|---|---|---|
Total Profit/Loss | 7764.44 | 3280.60 | 4483.84 | 6136.00 | 1628.44 |
Total Profit | 10559.14 | 5526.44 | 5032.70 | 9020.74 | 7027.07 |
Total Loss | 2794.70 | 2245.84 | 548.86 | 2884.74 | 5398.63 |
Profit Factor | 3.78 | 2.46 | 9.17 | 3.13 | 1.30 |
Trades | 31 | 18 | 13 | 31 | 31 |
Winning Trades | 23 | 12 | 11 | 21 | 18 |
Losing Trades | 8 | 6 | 2 | 10 | 13 |
% Profitable | 74.00 | 66.00 | 84.00 | 67.00 | 58.00 |
Profit/Loss Per Trade % | 1.88 | 1.18 | 2.87 | 1.47 | 0.29 |
Profit Per Trade % | 3.74 | 3.65 | 3.84 | 3.46 | 3.36 |
Loss Per Trade % | 3.18 | 3.49 | 2.26 | 2.57 | 3.69 |
Days In Trade | 416 | 259 | 157 | 416 | 416 |
Days In Trade (Avg. Per Trade) | 13.42 | 14.39 | 12.08 | 13.42 | 13.42 |
% Days In Trade | 38.06 | 23.70 | 14.36 | 38.06 | 38.06 |