| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| AMD | Advanced Micro Devices Inc | Technology | Semiconductors | 347473 | 213.43 | 50944428 | |
| INTC | Intel Corporation | Technology | Semiconductors | 175631 | 36.82 | 101685311 |
| 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 |