Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AOS | Smith AO Corporation | Industrials | Specialty Industrial Machinery | 9703 | 0.0201 | 67.6 | 1102227 |
DOV | Dover Corporation | Industrials | Specialty Industrial Machinery | 25012 | 0.0114 | 182.27 | 909668 |
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: | 14853.00 |
Total net P/L: | 4853.00 | Total ROI: | 48.53 % |
CAGR: | 4.67 % | Max. DD: | 50.26 % |
System Score: | 0.000 | Sharpe Ratio: | 1.082 |
Start Date: | 2015-01-02 | End Date: | 2023-08-31 |
Total days: | 3163 | ||
Commissions: | 397.39 | Comm.% P/L | 7.57 % |
Total Transactions: | 316 | Log. Linearity: | 0.729 % |
Total | ![]() |
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AOS | DOV | |
---|---|---|---|---|---|
Total Profit/Loss | 5250.39 | -2625.68 | 7876.07 | -6166.23 | 11416.62 |
Total Profit | 25462.86 | 8404.67 | 17058.19 | 22191.73 | 29082.08 |
Total Loss | 20212.47 | 11030.35 | 9182.12 | 28357.96 | 17665.46 |
Profit Factor | 1.26 | 0.76 | 1.86 | 0.78 | 1.65 |
Trades | 79 | 30 | 49 | 79 | 79 |
Winning Trades | 58 | 19 | 39 | 37 | 48 |
Losing Trades | 21 | 11 | 10 | 42 | 31 |
% Profitable | 73.00 | 63.00 | 79.00 | 46.00 | 60.00 |
Profit/Loss Per Trade % | 0.54 | -0.21 | 1.00 | -0.61 | 0.94 |
Profit Per Trade % | 3.09 | 3.22 | 3.03 | 4.14 | 4.20 |
Loss Per Trade % | 6.06 | 5.75 | 6.39 | 4.40 | 3.71 |
Days In Trade | 1120 | 492 | 628 | 1120 | 1120 |
Days In Trade (Avg. Per Trade) | 14.18 | 16.40 | 12.82 | 14.18 | 14.18 |
% Days In Trade | 35.41 | 15.55 | 19.85 | 35.41 | 35.41 |