Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PTON | Peloton Interactive Inc | Consumer Cyclical | Leisure | 1517 | 4.09 | 13121838 | |
SBFM | Sunshine Biopharma Inc | Healthcare | Drug Manufacturers - Specialty & Generic | 1 | 1.02 | 747617 |
Entry Threshold: | 0.20 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
RSI Period: | 6 | RSI Threshold: | 15 | ||
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: | 833114.31 |
Total net P/L: | 823114.31 | Total ROI: | 8231.14 % |
CAGR: | 623.00 % | Max. DD: | 79.69 % |
System Score: | 418.915 | Sharpe Ratio: | 2.352 |
Start Date: | 2022-01-03 | End Date: | 2024-03-29 |
Total days: | 816 | ||
Commissions: | 27384.75 | Comm.% P/L | 3.22 % |
Total Transactions: | 212 | Log. Linearity: | 87.608 % |
Total | Long | Short | PTON | SBFM | |
---|---|---|---|---|---|
Total Profit/Loss | 850499.06 | 865810.97 | -15311.91 | 569848.74 | 280650.32 |
Total Profit | 1781558.34 | 906024.46 | 875533.88 | 949370.22 | 1389471.56 |
Total Loss | 931059.28 | 40213.49 | 890845.79 | 379521.48 | 1108821.24 |
Profit Factor | 1.91 | 22.53 | 0.98 | 2.50 | 1.25 |
Trades | 53 | 22 | 31 | 53 | 53 |
Winning Trades | 40 | 18 | 22 | 35 | 34 |
Losing Trades | 13 | 4 | 9 | 18 | 19 |
% Profitable | 75.00 | 81.00 | 70.00 | 66.00 | 64.00 |
Profit/Loss Per Trade % | 8.86 | 15.13 | 4.62 | 4.09 | 3.27 |
Profit Per Trade % | 19.16 | 20.27 | 18.26 | 12.60 | 17.42 |
Loss Per Trade % | 14.18 | 5.30 | 18.37 | 9.89 | 13.45 |
Days In Trade | 541 | 220 | 321 | 541 | 541 |
Days In Trade (Avg. Per Trade) | 10.21 | 10.00 | 10.35 | 10.21 | 10.21 |
% Days In Trade | 66.30 | 26.96 | 39.34 | 66.30 | 66.30 |