Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
INTC | Intel Corporation | Technology | Semiconductors | 154695 | 0.0138 | 35.68 | 41273542 |
AMD | Advanced Micro Devices Inc | Technology | Semiconductors | 264174 | 154.02 | 64331234 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 10.0 | Margin Req. 2: | 10.0 | High Leverage | |
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 1000.00 | Final Equity: | 994.31 |
Total net P/L: | -5.69 | Total ROI: | -0.57 % |
CAGR: | -0.30 % | Max. DD: | 0.57 % |
System Score: | -0.000 | Sharpe Ratio: | -1.359 |
Start Date: | 2020-11-23 | End Date: | 2022-10-14 |
Total days: | 690 | ||
Commissions: | 4.00 | Comm.% P/L | 236.69 % |
Total Transactions: | 4 | Log. Linearity: | 8.046 % |
Total | Long | Short | INTC | AMD | |
---|---|---|---|---|---|
Total Profit/Loss | -1.69 | -1.69 | 0.00 | -1.10 | -0.59 |
Total Profit | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Total Loss | 1.69 | 1.69 | 0.00 | 1.10 | 0.59 |
Profit Factor | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Trades | 1 | 1 | 0 | 1 | 1 |
Winning Trades | 0 | 0 | 0 | 0 | 0 |
Losing Trades | 1 | 1 | 0 | 1 | 1 |
% Profitable | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Profit/Loss Per Trade % | -0.17 | -0.17 | 0.00 | -0.11 | -0.06 |
Profit Per Trade % | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Loss Per Trade % | 0.17 | 0.17 | 0.00 | 0.11 | 0.06 |
Days In Trade | 1 | 1 | 0 | 1 | 1 |
Days In Trade (Avg. Per Trade) | 1.00 | 1.00 | 0.00 | 1.00 | 1.00 |
% Days In Trade | 0.14 | 0.14 | 0.00 | 0.14 | 0.14 |