Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AAPL | Apple Inc | Technology | Consumer Electronics | 2676236 | 0.0055 | 173.31 | 57619126 |
MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3133045 | 0.0071 | 421.43 | 24667295 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Regression Per: | 20 | ||||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 7559.51 |
Total net P/L: | -2440.49 | Total ROI: | -24.40 % |
CAGR: | -29.43 % | Max. DD: | 26.61 % |
System Score: | -19.285 | Sharpe Ratio: | -1.960 |
Start Date: | 2019-11-12 | End Date: | 2020-08-31 |
Total days: | 293 | ||
Commissions: | 36.00 | Comm.% P/L | 1.50 % |
Total Transactions: | 36 | Log. Linearity: | 86.861 % |
Total | Long | Short | AAPL | MSFT | |
---|---|---|---|---|---|
Total Profit/Loss | -2404.49 | -602.64 | -1801.85 | -1280.25 | -1124.24 |
Total Profit | 260.96 | 260.96 | 0.00 | 1935.22 | 1418.86 |
Total Loss | 2665.45 | 863.61 | 1801.85 | 3215.47 | 2543.10 |
Profit Factor | 0.10 | 0.30 | 0.00 | 0.60 | 0.56 |
Trades | 9 | 4 | 5 | 9 | 9 |
Winning Trades | 2 | 2 | 0 | 3 | 5 |
Losing Trades | 7 | 2 | 5 | 6 | 4 |
% Profitable | 22.00 | 50.00 | 0.00 | 33.00 | 55.00 |
Profit/Loss Per Trade % | -3.02 | -1.63 | -4.11 | -1.92 | -1.64 |
Profit Per Trade % | 1.33 | 1.33 | 0.00 | 6.71 | 3.00 |
Loss Per Trade % | 4.06 | 4.51 | 3.89 | 5.68 | 6.51 |
Days In Trade | 121 | 35 | 86 | 121 | 121 |
Days In Trade (Avg. Per Trade) | 13.44 | 8.75 | 17.20 | 13.44 | 13.44 |
% Days In Trade | 41.30 | 11.95 | 29.35 | 41.30 | 41.30 |