Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
VRSN | VeriSign Inc | Technology | Software - Infrastructure | 18438 | 184.74 | 538782 | |
MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 2979309 | 0.0075 | 400.96 | 24105452 |
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: | 10019.62 |
Total net P/L: | 19.62 | Total ROI: | 0.20 % |
CAGR: | 0.04 % | Max. DD: | 32.08 % |
System Score: | 0.007 | Sharpe Ratio: | 0.208 |
Start Date: | 2015-01-02 | End Date: | 2020-03-31 |
Total days: | 1915 | ||
Commissions: | 313.28 | Comm.% P/L | 94.11 % |
Total Transactions: | 312 | Log. Linearity: | 55.916 % |
Total | Long | Short | VRSN | MSFT | |
---|---|---|---|---|---|
Total Profit/Loss | 332.90 | 867.24 | -534.34 | -4676.69 | 5009.59 |
Total Profit | 11620.70 | 7563.31 | 4057.40 | 10888.77 | 14827.42 |
Total Loss | 11287.81 | 6696.06 | 4591.74 | 15565.46 | 9817.83 |
Profit Factor | 1.03 | 1.13 | 0.88 | 0.70 | 1.51 |
Trades | 78 | 44 | 34 | 78 | 78 |
Winning Trades | 49 | 29 | 20 | 37 | 49 |
Losing Trades | 29 | 15 | 14 | 41 | 29 |
% Profitable | 62.00 | 65.00 | 58.00 | 47.00 | 62.00 |
Profit/Loss Per Trade % | 0.04 | 0.19 | -0.14 | -0.71 | 0.64 |
Profit Per Trade % | 2.53 | 2.81 | 2.14 | 2.97 | 3.15 |
Loss Per Trade % | 3.88 | 4.48 | 3.24 | 3.79 | 3.36 |
Days In Trade | 1045 | 555 | 490 | 1045 | 1045 |
Days In Trade (Avg. Per Trade) | 13.40 | 12.61 | 14.41 | 13.40 | 13.40 |
% Days In Trade | 54.57 | 28.98 | 25.59 | 54.57 | 54.57 |