Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CRI | Carter’s Inc | Consumer Cyclical | Apparel Retail | 1966 | 0.0587 | 54.55 | 1042462 |
LH | Laboratory Corporation of America Holdings | Healthcare | Diagnostics & Research | 19739 | 0.0123 | 232.0574 | 630984 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 40 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 20 | MA Type: | EMA | StdDev Period: | 20 |
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: | 44269.53 |
Total net P/L: | 34269.53 | Total ROI: | 342.70 % |
CAGR: | 33.39 % | Max. DD: | 28.36 % |
System Score: | 27.942 | Sharpe Ratio: | 2.813 |
Start Date: | 2019-01-02 | End Date: | 2024-03-01 |
Total days: | 1885 | ||
Commissions: | 276.60 | Comm.% P/L | 0.80 % |
Total Transactions: | 212 | Log. Linearity: | 94.240 % |
Total | Long | Short | CRI | LH | |
---|---|---|---|---|---|
Total Profit/Loss | 34546.13 | 14977.53 | 19568.60 | 25013.68 | 9532.45 |
Total Profit | 46696.99 | 22155.29 | 24541.70 | 41400.94 | 27711.96 |
Total Loss | 12150.86 | 7177.76 | 4973.10 | 16387.26 | 18179.51 |
Profit Factor | 3.84 | 3.09 | 4.93 | 2.53 | 1.52 |
Trades | 53 | 27 | 26 | 53 | 53 |
Winning Trades | 41 | 19 | 22 | 36 | 33 |
Losing Trades | 12 | 8 | 4 | 17 | 20 |
% Profitable | 77.00 | 70.00 | 84.00 | 67.00 | 62.00 |
Profit/Loss Per Trade % | 2.87 | 1.82 | 3.97 | 1.90 | 0.74 |
Profit Per Trade % | 5.01 | 4.65 | 5.31 | 4.92 | 3.76 |
Loss Per Trade % | 3.87 | 4.32 | 2.98 | 3.87 | 3.91 |
Days In Trade | 734 | 427 | 307 | 734 | 734 |
Days In Trade (Avg. Per Trade) | 13.85 | 15.81 | 11.81 | 13.85 | 13.85 |
% Days In Trade | 38.94 | 22.65 | 16.29 | 38.94 | 38.94 |