| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| AVGO | Broadcom Inc | Technology | Semiconductors | 1699721 | 0.006 | 359.93 | 25388594 |
| MCHP | Microchip Technology Inc | Technology | Semiconductors | 36307 | 0.0263 | 67.18 | 9717376 |
| 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 |