Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AAPL | Apple Inc | Technology | Consumer Electronics | 2609990 | 0.0057 | 169.02 | 57789319 |
QQQ | Invesco QQQ Trust | 0.0042 | 426.51 | 48265990 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Inverted: | QQQ | Transformed: | QQQ | A=1000.0 B=0.1 | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
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: | 1816.28 |
Total net P/L: | -8183.72 | Total ROI: | -81.84 % |
CAGR: | -45.30 % | Max. DD: | 88.32 % |
System Score: | -29.231 | Sharpe Ratio: | -1.574 |
Start Date: | 2018-01-02 | End Date: | 2020-10-30 |
Total days: | 1032 | ||
Commissions: | 195.19 | Comm.% P/L | 2.44 % |
Total Transactions: | 188 | Log. Linearity: | 86.413 % |
Total | Long | Short | AAPL | QQQ | |
---|---|---|---|---|---|
Total Profit/Loss | -7988.53 | -965.63 | -7022.90 | -4604.78 | -3383.75 |
Total Profit | 7175.16 | 3851.12 | 3324.04 | 4846.49 | 3586.32 |
Total Loss | 15163.69 | 4816.75 | 10346.93 | 9451.26 | 6970.07 |
Profit Factor | 0.47 | 0.80 | 0.32 | 0.51 | 0.51 |
Trades | 47 | 15 | 32 | 47 | 47 |
Winning Trades | 21 | 9 | 12 | 21 | 18 |
Losing Trades | 26 | 6 | 20 | 26 | 28 |
% Profitable | 44.00 | 60.00 | 37.00 | 44.00 | 38.00 |
Profit/Loss Per Trade % | -3.49 | -2.41 | -3.99 | -1.92 | -1.28 |
Profit Per Trade % | 5.02 | 6.02 | 4.27 | 3.29 | 2.91 |
Loss Per Trade % | 9.06 | 11.62 | 8.30 | 5.72 | 3.76 |
Days In Trade | 695 | 173 | 522 | 695 | 695 |
Days In Trade (Avg. Per Trade) | 14.79 | 11.53 | 16.31 | 14.79 | 14.79 |
% Days In Trade | 67.34 | 16.76 | 50.58 | 67.34 | 67.34 |