Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SOXX | iShares Semiconductor ETF | 0.0149 | 206.63 | 3190888 | |||
INTC | Intel Corporation | Technology | Semiconductors | 149161 | 0.014 | 35.04 | 41406536 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 25 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | SMA | 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: | 20000.00 | Final Equity: | 16437.34 |
Total net P/L: | -3562.66 | Total ROI: | -17.81 % |
CAGR: | -9.40 % | Max. DD: | 24.90 % |
System Score: | -5.825 | Sharpe Ratio: | -0.933 |
Start Date: | 2016-01-04 | End Date: | 2017-12-29 |
Total days: | 725 | ||
Commissions: | 196.78 | Comm.% P/L | 5.85 % |
Total Transactions: | 108 | Log. Linearity: | 85.245 % |
Total | Long | Short | SOXX | INTC | |
---|---|---|---|---|---|
Total Profit/Loss | -3365.88 | 24.41 | -3390.29 | -2087.34 | -1278.54 |
Total Profit | 4086.55 | 2197.05 | 1889.50 | 7167.04 | 6406.78 |
Total Loss | 7452.43 | 2172.64 | 5279.79 | 9254.38 | 7685.32 |
Profit Factor | 0.55 | 1.01 | 0.36 | 0.77 | 0.83 |
Trades | 27 | 11 | 16 | 27 | 27 |
Winning Trades | 14 | 6 | 8 | 16 | 8 |
Losing Trades | 13 | 5 | 8 | 11 | 19 |
% Profitable | 51.00 | 54.00 | 50.00 | 59.00 | 29.00 |
Profit/Loss Per Trade % | -0.68 | 0.00 | -1.15 | -0.38 | -0.40 |
Profit Per Trade % | 1.63 | 2.01 | 1.36 | 2.52 | 4.15 |
Loss Per Trade % | 3.07 | 2.29 | 3.55 | 4.36 | 2.24 |
Days In Trade | 443 | 164 | 279 | 443 | 443 |
Days In Trade (Avg. Per Trade) | 16.41 | 14.91 | 17.44 | 16.41 | 16.41 |
% Days In Trade | 61.10 | 22.62 | 38.48 | 61.10 | 61.10 |