Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AMD | Advanced Micro Devices Inc | Technology | Semiconductors | 236991 | 148.64 | 64581189 | |
INTC | Intel Corporation | Technology | Semiconductors | 146479 | 0.0146 | 34.41 | 41504537 |
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: | 2828.99 |
Total net P/L: | -7171.01 | Total ROI: | -71.71 % |
CAGR: | -21.10 % | Max. DD: | 87.85 % |
System Score: | -11.200 | Sharpe Ratio: | -0.572 |
Start Date: | 2015-01-02 | End Date: | 2020-04-30 |
Total days: | 1945 | ||
Commissions: | 1185.58 | Comm.% P/L | 19.81 % |
Total Transactions: | 316 | Log. Linearity: | 80.972 % |
Total | Long | Short | AMD | INTC | |
---|---|---|---|---|---|
Total Profit/Loss | -5985.43 | 3476.45 | -9461.87 | -4217.91 | -1767.51 |
Total Profit | 16760.26 | 9975.12 | 6785.14 | 17898.94 | 5999.42 |
Total Loss | 22745.69 | 6498.68 | 16247.01 | 22116.85 | 7766.93 |
Profit Factor | 0.74 | 1.53 | 0.42 | 0.81 | 0.77 |
Trades | 79 | 31 | 48 | 79 | 79 |
Winning Trades | 42 | 19 | 23 | 42 | 38 |
Losing Trades | 37 | 12 | 25 | 36 | 41 |
% Profitable | 53.00 | 61.00 | 47.00 | 53.00 | 48.00 |
Profit/Loss Per Trade % | -1.37 | 1.40 | -3.12 | -0.93 | -0.52 |
Profit Per Trade % | 7.09 | 8.55 | 5.91 | 7.36 | 3.07 |
Loss Per Trade % | 9.45 | 8.47 | 9.93 | 9.21 | 3.60 |
Days In Trade | 1104 | 425 | 679 | 1104 | 1104 |
Days In Trade (Avg. Per Trade) | 13.97 | 13.71 | 14.15 | 13.97 | 13.97 |
% Days In Trade | 56.76 | 21.85 | 34.91 | 56.76 | 56.76 |