Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BJRI | BJs Restaurants Inc | Consumer Cyclical | Restaurants | 733 | 31.67 | 386437 | |
EAT | Brinker International Inc | Consumer Cyclical | Restaurants | 3330 | 74.08 | 1448460 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
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: | 18421.70 |
Total net P/L: | 8421.70 | Total ROI: | 84.22 % |
CAGR: | 23.41 % | Max. DD: | 28.29 % |
System Score: | 9.937 | Sharpe Ratio: | 1.611 |
Start Date: | 2021-01-04 | End Date: | 2023-11-30 |
Total days: | 1060 | ||
Commissions: | 379.74 | Comm.% P/L | 4.31 % |
Total Transactions: | 172 | Log. Linearity: | 75.149 % |
Total | Long | Short | BJRI | EAT | |
---|---|---|---|---|---|
Total Profit/Loss | 8801.44 | 2872.68 | 5928.76 | 2703.97 | 6097.47 |
Total Profit | 22416.10 | 10316.41 | 12099.69 | 23540.26 | 24298.58 |
Total Loss | 13614.66 | 7443.73 | 6170.93 | 20836.29 | 18201.11 |
Profit Factor | 1.65 | 1.39 | 1.96 | 1.13 | 1.34 |
Trades | 43 | 20 | 23 | 43 | 43 |
Winning Trades | 30 | 14 | 16 | 24 | 26 |
Losing Trades | 13 | 6 | 7 | 19 | 17 |
% Profitable | 69.00 | 70.00 | 69.00 | 55.00 | 60.00 |
Profit/Loss Per Trade % | 1.49 | 1.14 | 1.79 | 0.20 | 0.77 |
Profit Per Trade % | 5.01 | 4.92 | 5.08 | 6.19 | 6.24 |
Loss Per Trade % | 6.07 | 6.98 | 5.29 | 6.56 | 6.76 |
Days In Trade | 513 | 245 | 268 | 513 | 513 |
Days In Trade (Avg. Per Trade) | 11.93 | 12.25 | 11.65 | 11.93 | 11.93 |
% Days In Trade | 48.40 | 23.11 | 25.28 | 48.40 | 48.40 |