Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PAYC | Paycom Soft | Technology | Software - Application | 10656 | 0.0082 | 183.25 | 824629 |
SPLK | Splunk Inc | Technology | Software - Infrastructure | 26444 | 156.9 | 2063550 |
Entry Threshold: | 2.30 | Exit Threshold: | 0.30 | ||
Max Duration: | 28 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 100 | MA Type: | SMA | StdDev Period: | 200 |
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: | 11097.73 |
Total net P/L: | 1097.73 | Total ROI: | 10.98 % |
CAGR: | 3.40 % | Max. DD: | 17.49 % |
System Score: | 0.025 | Sharpe Ratio: | 0.523 |
Start Date: | 2017-04-11 | End Date: | 2020-05-21 |
Total days: | 1136 | ||
Commissions: | 20.00 | Comm.% P/L | 1.79 % |
Total Transactions: | 20 | Log. Linearity: | 19.557 % |
Total | Long | Short | PAYC | SPLK | |
---|---|---|---|---|---|
Total Profit/Loss | 1117.73 | 1672.17 | -554.44 | 390.67 | 727.06 |
Total Profit | 2601.01 | 1672.17 | 928.84 | 3316.83 | 2724.70 |
Total Loss | 1483.28 | 0.00 | 1483.28 | 2926.16 | 1997.64 |
Profit Factor | 1.75 | 0.00 | 0.63 | 1.13 | 1.36 |
Trades | 5 | 1 | 4 | 5 | 5 |
Winning Trades | 3 | 1 | 2 | 2 | 2 |
Losing Trades | 2 | 0 | 2 | 3 | 3 |
% Profitable | 60.00 | 100.00 | 50.00 | 40.00 | 40.00 |
Profit/Loss Per Trade % | 2.15 | 17.74 | -1.42 | -0.44 | 1.07 |
Profit Per Trade % | 9.10 | 17.74 | 5.02 | 17.43 | 14.31 |
Loss Per Trade % | 7.41 | 0.00 | 7.41 | 10.16 | 6.85 |
Days In Trade | 121 | 3 | 118 | 121 | 121 |
Days In Trade (Avg. Per Trade) | 24.20 | 3.00 | 29.50 | 24.20 | 24.20 |
% Days In Trade | 10.65 | 0.26 | 10.39 | 10.65 | 10.65 |