Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
WLDN | Willdan Group Inc | Industrials | Engineering & Construction | 817 | 55.82 | 147062 | |
AIRR | First Trust RBA American Industrial RenaissanceTM ETF | 0.0029 | 77.6 | 487164 |
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: | 54671.52 |
Total net P/L: | 44671.52 | Total ROI: | 446.72 % |
CAGR: | 17.87 % | Max. DD: | 45.47 % |
System Score: | 13.319 | Sharpe Ratio: | 1.980 |
Start Date: | 2015-01-02 | End Date: | 2025-04-30 |
Total days: | 3771 | ||
Commissions: | 3631.51 | Comm.% P/L | 7.52 % |
Total Transactions: | 584 | Log. Linearity: | 90.665 % |
Total | ![]() |
![]() |
WLDN | AIRR | |
---|---|---|---|---|---|
Total Profit/Loss | 48303.03 | 15253.05 | 33049.98 | 38441.50 | 9861.53 |
Total Profit | 197342.23 | 89213.86 | 108128.37 | 208363.47 | 95885.84 |
Total Loss | 149039.20 | 73960.82 | 75078.39 | 169921.98 | 86024.31 |
Profit Factor | 1.32 | 1.21 | 1.44 | 1.23 | 1.11 |
Trades | 146 | 68 | 78 | 146 | 146 |
Winning Trades | 99 | 42 | 57 | 93 | 77 |
Losing Trades | 47 | 26 | 21 | 53 | 68 |
% Profitable | 67.00 | 61.00 | 73.00 | 63.00 | 52.00 |
Profit/Loss Per Trade % | 1.25 | 0.89 | 1.56 | 1.06 | 0.05 |
Profit Per Trade % | 5.88 | 6.07 | 5.74 | 6.38 | 3.19 |
Loss Per Trade % | 7.29 | 6.49 | 8.29 | 7.04 | 3.33 |
Days In Trade | 1809 | 915 | 894 | 1809 | 1809 |
Days In Trade (Avg. Per Trade) | 12.39 | 13.46 | 11.46 | 12.39 | 12.39 |
% Days In Trade | 47.97 | 24.26 | 23.71 | 47.97 | 47.97 |