Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SPY | SPDR S&P 500 ETF Trust | 0.0112 | 500.55 | 76976561 | |||
AAPL | Apple Inc | Technology | Consumer Electronics | 2667142 | 0.0057 | 168 | 57657383 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 14 | MA Type: | SMA | StdDev Period: | 14 |
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: | 5545.70 |
Total net P/L: | -4454.30 | Total ROI: | -44.54 % |
CAGR: | -11.13 % | Max. DD: | 59.55 % |
System Score: | -8.714 | Sharpe Ratio: | -1.392 |
Start Date: | 2016-01-04 | End Date: | 2020-12-31 |
Total days: | 1823 | ||
Commissions: | 386.94 | Comm.% P/L | 9.51 % |
Total Transactions: | 340 | Log. Linearity: | 92.154 % |
Total | Long | Short | SPY | AAPL | |
---|---|---|---|---|---|
Total Profit/Loss | -4067.36 | -4448.07 | 380.71 | 863.67 | -4931.03 |
Total Profit | 8852.79 | 3367.22 | 5485.56 | 6751.29 | 11421.19 |
Total Loss | 12920.15 | 7815.30 | 5104.85 | 5887.62 | 16352.22 |
Profit Factor | 0.69 | 0.43 | 1.07 | 1.15 | 0.70 |
Trades | 85 | 50 | 35 | 85 | 85 |
Winning Trades | 49 | 24 | 25 | 46 | 42 |
Losing Trades | 36 | 26 | 10 | 39 | 43 |
% Profitable | 57.00 | 48.00 | 71.00 | 54.00 | 49.00 |
Profit/Loss Per Trade % | -0.63 | -1.31 | 0.34 | 0.03 | -0.76 |
Profit Per Trade % | 2.46 | 1.93 | 2.96 | 1.97 | 3.87 |
Loss Per Trade % | 4.58 | 4.13 | 5.75 | 2.17 | 4.93 |
Days In Trade | 1133 | 740 | 393 | 1133 | 1133 |
Days In Trade (Avg. Per Trade) | 13.33 | 14.80 | 11.23 | 13.33 | 13.33 |
% Days In Trade | 62.15 | 40.59 | 21.56 | 62.15 | 62.15 |