Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
NIO | Nio Inc Class A ADR | Consumer Cyclical | Auto Manufacturers | 10122 | 4.67 | 57019936 | |
TSLA | Tesla Inc | Consumer Cyclical | Auto Manufacturers | 565842 | 179.83 | 116723664 |
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: | 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: | 688.12 |
Total net P/L: | -9311.88 | Total ROI: | -93.12 % |
CAGR: | -36.81 % | Max. DD: | 96.89 % |
System Score: | -0.688 | Sharpe Ratio: | -1.763 |
Start Date: | 2015-01-02 | End Date: | 2020-10-30 |
Total days: | 2128 | ||
Commissions: | 686.88 | Comm.% P/L | 7.96 % |
Total Transactions: | 324 | Log. Linearity: | 26.538 % |
Total | Long | Short | NIO | TSLA | |
---|---|---|---|---|---|
Total Profit/Loss | -8625.00 | -9690.70 | 1065.70 | -293.86 | -8331.14 |
Total Profit | 23043.14 | 8466.81 | 14576.33 | 1102.12 | 22915.98 |
Total Loss | 31668.14 | 18157.51 | 13510.63 | 1395.98 | 31247.12 |
Profit Factor | 0.73 | 0.47 | 1.08 | 0.79 | 0.73 |
Trades | 81 | 40 | 41 | 81 | 81 |
Winning Trades | 49 | 21 | 28 | 9 | 46 |
Losing Trades | 32 | 19 | 13 | 72 | 35 |
% Profitable | 60.00 | 52.00 | 68.00 | 11.00 | 56.00 |
Profit/Loss Per Trade % | -3.13 | -6.16 | -0.09 | -0.04 | -3.08 |
Profit Per Trade % | 4.99 | 4.06 | 5.70 | 1.13 | 5.31 |
Loss Per Trade % | 13.11 | 14.92 | 10.53 | 0.19 | 11.81 |
Days In Trade | 1034 | 553 | 481 | 1034 | 1034 |
Days In Trade (Avg. Per Trade) | 12.77 | 13.82 | 11.73 | 12.77 | 12.77 |
% Days In Trade | 48.59 | 25.99 | 22.60 | 48.59 | 48.59 |