Model: | Ratio |
Symbol | Title | Sector | Exchange | M.Cap.[M] | Beta | Float | Avg.Price | Avg.Volume | Last volume |
AAPL | Apple Inc. | Technology | NASDAQ | 903280 | 0.92 | 5699.85 | 127.14 | 42110000 | 39400000 |
GM | General Motors Company | Consumer cyclical | NYSE | 53140 | 1.63 | 1298.38 | 41.28 | 14290000 | 10310000 |
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: | 4465.73 |
Total net P/L: | -5534.27 | Total ROI: | -55.34 % |
CAGR: | -14.91 % | Max. DD: | 61.75 % |
System Score: | -5.966 | Sharpe Ratio: | -1.422 |
Start Date: | 2013-01-02 | End Date: | 2017-12-29 |
Total days: | 1822 | ||
Commissions: | 326.64 | Comm.% P/L | 6.27 % |
Total Transactions: | 292 | Log. Linearity: | 73.684 % |
Total | ![]() |
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AAPL | GM | |
---|---|---|---|---|---|
Total Profit/Loss | -5207.63 | -1093.40 | -4114.23 | -4354.00 | -853.63 |
Total Profit | 9544.37 | 4724.75 | 4819.62 | 7769.14 | 9701.31 |
Total Loss | 14751.99 | 5818.15 | 8933.84 | 12123.14 | 10554.94 |
Profit Factor | 0.65 | 0.81 | 0.54 | 0.64 | 0.92 |
Trades | 73 | 32 | 41 | 73 | 73 |
Winning Trades | 42 | 19 | 23 | 38 | 42 |
Losing Trades | 31 | 13 | 18 | 35 | 31 |
% Profitable | 57.00 | 59.00 | 56.00 | 52.00 | 57.00 |
Profit/Loss Per Trade % | -1.04 | -0.60 | -1.38 | -0.80 | -0.28 |
Profit Per Trade % | 2.87 | 3.25 | 2.55 | 2.56 | 2.78 |
Loss Per Trade % | 5.90 | 5.81 | 5.96 | 4.20 | 4.17 |
Days In Trade | 941 | 415 | 526 | 941 | 941 |
Days In Trade (Avg. Per Trade) | 12.89 | 12.97 | 12.83 | 12.89 | 12.89 |
% Days In Trade | 51.65 | 22.78 | 28.87 | 51.65 | 51.65 |