Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AVGO | Broadcom Inc | Technology | Semiconductors | 578901 | 0.0172 | 1249.19 | 2851611 |
MCHP | Microchip Technology Inc | Technology | Semiconductors | 45139 | 0.0201 | 86.19 | 5024410 |
Entry Threshold: | 2.70 | Exit Threshold: | 1.00 | DT Threshold: | 1.00 |
Max Duration: | 60 | Entry Mode: | Downtick | Reversals: | |
MA Period: | 63 | MA Type: | SMA | StdDev Period: | 63 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 13349.99 |
Total net P/L: | 3349.99 | Total ROI: | 33.50 % |
CAGR: | 2.84 % | Max. DD: | 12.57 % |
System Score: | 0.328 | Sharpe Ratio: | 1.676 |
Start Date: | 2010-01-04 | End Date: | 2020-04-30 |
Total days: | 3769 | ||
Commissions: | 101.64 | Comm.% P/L | 2.94 % |
Total Transactions: | 100 | Log. Linearity: | 48.724 % |
Total | Long | Short | AVGO | MCHP | |
---|---|---|---|---|---|
Total Profit/Loss | 3451.62 | 2042.75 | 1408.88 | 1524.01 | 1927.62 |
Total Profit | 4775.23 | 2042.75 | 2732.48 | 4247.46 | 4549.06 |
Total Loss | 1323.61 | 0.00 | 1323.61 | 2723.45 | 2621.44 |
Profit Factor | 3.61 | 0.00 | 2.06 | 1.56 | 1.74 |
Trades | 25 | 8 | 17 | 25 | 25 |
Winning Trades | 18 | 8 | 10 | 12 | 16 |
Losing Trades | 7 | 0 | 7 | 13 | 9 |
% Profitable | 72.00 | 100.00 | 58.00 | 48.00 | 64.00 |
Profit/Loss Per Trade % | 1.20 | 2.43 | 0.63 | 0.46 | 0.65 |
Profit Per Trade % | 2.42 | 2.43 | 2.42 | 3.15 | 2.58 |
Loss Per Trade % | 1.84 | 0.00 | 1.84 | 1.95 | 2.63 |
Days In Trade | 532 | 107 | 425 | 532 | 532 |
Days In Trade (Avg. Per Trade) | 21.28 | 13.38 | 25.00 | 21.28 | 21.28 |
% Days In Trade | 14.12 | 2.84 | 11.28 | 14.12 | 14.12 |