Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
VRSN | VeriSign Inc | Technology | Software - Infrastructure | 18878 | 189.1 | 525937 | |
MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3133045 | 0.0071 | 421.43 | 24667295 |
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: | 8129.42 |
Total net P/L: | -1870.58 | Total ROI: | -18.71 % |
CAGR: | -15.34 % | Max. DD: | 29.63 % |
System Score: | -7.228 | Sharpe Ratio: | -1.066 |
Start Date: | 2019-01-02 | End Date: | 2020-03-31 |
Total days: | 454 | ||
Commissions: | 72.00 | Comm.% P/L | 4.00 % |
Total Transactions: | 72 | Log. Linearity: | 77.821 % |
Total | Long | Short | VRSN | MSFT | |
---|---|---|---|---|---|
Total Profit/Loss | -1798.58 | -1065.84 | -732.74 | -346.46 | -1452.12 |
Total Profit | 1630.27 | 1198.83 | 431.44 | 3466.40 | 2191.86 |
Total Loss | 3428.85 | 2264.67 | 1164.18 | 3812.86 | 3643.98 |
Profit Factor | 0.48 | 0.53 | 0.37 | 0.91 | 0.60 |
Trades | 18 | 13 | 5 | 18 | 18 |
Winning Trades | 7 | 6 | 1 | 8 | 8 |
Losing Trades | 11 | 7 | 4 | 10 | 10 |
% Profitable | 38.00 | 46.00 | 20.00 | 44.00 | 44.00 |
Profit/Loss Per Trade % | -1.10 | -1.00 | -1.34 | -0.18 | -1.11 |
Profit Per Trade % | 2.90 | 2.41 | 5.90 | 5.14 | 3.19 |
Loss Per Trade % | 3.44 | 3.68 | 3.02 | 4.16 | 4.29 |
Days In Trade | 287 | 201 | 86 | 287 | 287 |
Days In Trade (Avg. Per Trade) | 15.94 | 15.46 | 17.20 | 15.94 | 15.94 |
% Days In Trade | 63.22 | 44.27 | 18.94 | 63.22 | 63.22 |