Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
WDC | Western Digital Corporation | Technology | Computer Hardware | 22706 | 69.55 | 5451879 | |
STX | Seagate Technology PLC | Technology | Computer Hardware | 18129 | 0.0324 | 87.11 | 2677071 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 45 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
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: | 4144.10 |
Total net P/L: | -15855.90 | Total ROI: | -79.28 % |
CAGR: | -24.26 % | Max. DD: | 91.56 % |
System Score: | -19.671 | Sharpe Ratio: | -1.730 |
Start Date: | 2015-01-02 | End Date: | 2020-08-31 |
Total days: | 2068 | ||
Commissions: | 335.20 | Comm.% P/L | 2.16 % |
Total Transactions: | 228 | Log. Linearity: | 93.254 % |
Total | Long | Short | WDC | STX | |
---|---|---|---|---|---|
Total Profit/Loss | -15520.69 | -7551.30 | -7969.40 | 3335.45 | -18856.15 |
Total Profit | 17097.69 | 7597.02 | 9500.67 | 25732.62 | 17345.86 |
Total Loss | 32618.38 | 15148.31 | 17470.07 | 22397.17 | 36202.00 |
Profit Factor | 0.52 | 0.50 | 0.54 | 1.15 | 0.48 |
Trades | 57 | 24 | 33 | 57 | 57 |
Winning Trades | 30 | 8 | 22 | 34 | 26 |
Losing Trades | 27 | 16 | 11 | 23 | 31 |
% Profitable | 52.00 | 33.00 | 66.00 | 59.00 | 45.00 |
Profit/Loss Per Trade % | -2.66 | -4.62 | -1.22 | -0.33 | -2.71 |
Profit Per Trade % | 5.00 | 5.61 | 4.78 | 6.97 | 4.84 |
Loss Per Trade % | 9.57 | 8.55 | 11.07 | 9.52 | 8.24 |
Days In Trade | 1377 | 724 | 653 | 1377 | 1377 |
Days In Trade (Avg. Per Trade) | 24.16 | 30.17 | 19.79 | 24.16 | 24.16 |
% Days In Trade | 66.59 | 35.01 | 31.58 | 66.59 | 66.59 |