Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
WDC | Western Digital Corporation | Technology | Computer Hardware | 23128 | 70.83 | 5569813 | |
STX | Seagate Technology PLC | Technology | Computer Hardware | 18076 | 0.0325 | 85.91 | 2693740 |
Entry Threshold: | 2.50 | Exit Threshold: | 0.00 | ||
Max Duration: | 45 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 10 | MA Type: | SMA | StdDev Period: | 10 |
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: | 16271.48 |
Total net P/L: | -3728.53 | Total ROI: | -18.64 % |
CAGR: | -3.58 % | Max. DD: | 73.67 % |
System Score: | -0.069 | Sharpe Ratio: | 0.002 |
Start Date: | 2015-01-02 | End Date: | 2020-08-31 |
Total days: | 2068 | ||
Commissions: | 898.49 | Comm.% P/L | 31.75 % |
Total Transactions: | 384 | Log. Linearity: | 26.871 % |
Total | Long | Short | WDC | STX | |
---|---|---|---|---|---|
Total Profit/Loss | -2830.04 | -9385.93 | 6555.89 | 1212.34 | -4042.38 |
Total Profit | 50217.54 | 18716.38 | 31501.17 | 71163.32 | 56634.99 |
Total Loss | 53047.58 | 28102.31 | 24945.27 | 69950.98 | 60677.36 |
Profit Factor | 0.95 | 0.67 | 1.26 | 1.02 | 0.93 |
Trades | 96 | 46 | 50 | 96 | 96 |
Winning Trades | 66 | 29 | 37 | 53 | 52 |
Losing Trades | 30 | 17 | 13 | 42 | 44 |
% Profitable | 68.00 | 63.00 | 74.00 | 55.00 | 54.00 |
Profit/Loss Per Trade % | -0.17 | -0.80 | 0.40 | -0.41 | -0.16 |
Profit Per Trade % | 3.41 | 3.05 | 3.70 | 5.57 | 4.67 |
Loss Per Trade % | 7.20 | 6.69 | 7.87 | 6.99 | 5.26 |
Days In Trade | 1124 | 579 | 545 | 1124 | 1124 |
Days In Trade (Avg. Per Trade) | 11.71 | 12.59 | 10.90 | 11.71 | 11.71 |
% Days In Trade | 54.35 | 28.00 | 26.35 | 54.35 | 54.35 |