Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
VZ | Verizon Communications Inc | Communication Services | Telecom Services | 162467 | 0.0689 | 39.7 | 22465624 |
BAC | Bank of America Corp | Financial Services | Banks - Diversified | 301852 | 0.025 | 38.37 | 43202963 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Regression Per: | 15 | ||||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 8235.51 |
Total net P/L: | -1764.49 | Total ROI: | -17.64 % |
CAGR: | -44.87 % | Max. DD: | 29.91 % |
System Score: | -14.358 | Sharpe Ratio: | -0.672 |
Start Date: | 2020-01-02 | End Date: | 2020-04-30 |
Total days: | 119 | ||
Commissions: | 26.85 | Comm.% P/L | 1.55 % |
Total Transactions: | 20 | Log. Linearity: | 68.400 % |
Total | Long | Short | VZ | BAC | |
---|---|---|---|---|---|
Total Profit/Loss | -1737.64 | 75.19 | -1812.83 | 1982.49 | -3720.13 |
Total Profit | 367.41 | 367.41 | 0.00 | 1982.49 | 0.00 |
Total Loss | 2105.05 | 292.22 | 1812.83 | 0.00 | 3720.13 |
Profit Factor | 0.17 | 1.26 | 0.00 | 0.00 | 0.00 |
Trades | 5 | 4 | 1 | 5 | 5 |
Winning Trades | 1 | 1 | 0 | 5 | 0 |
Losing Trades | 4 | 3 | 1 | 0 | 5 |
% Profitable | 20.00 | 25.00 | 0.00 | 100.00 | 0.00 |
Profit/Loss Per Trade % | -3.75 | 0.34 | -18.52 | 4.59 | -8.39 |
Profit Per Trade % | 4.67 | 4.67 | 0.00 | 4.59 | 0.00 |
Loss Per Trade % | 5.16 | 1.05 | 18.52 | 0.00 | 7.78 |
Days In Trade | 33 | 24 | 9 | 33 | 33 |
Days In Trade (Avg. Per Trade) | 6.60 | 6.00 | 9.00 | 6.60 | 6.60 |
% Days In Trade | 27.73 | 20.17 | 7.56 | 27.73 | 27.73 |