Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AMD | Advanced Micro Devices Inc | Technology | Semiconductors | 246090 | 151.74 | 64595804 | |
NVDA | NVIDIA Corporation | Technology | Semiconductors | 1991925 | 0.0002 | 796.77 | 48686500 |
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: | 1000.00 | Final Equity: | 546.93 |
Total net P/L: | -453.07 | Total ROI: | -45.31 % |
CAGR: | -26.05 % | Max. DD: | 52.99 % |
System Score: | -0.407 | Sharpe Ratio: | -0.905 |
Start Date: | 2018-05-01 | End Date: | 2020-04-30 |
Total days: | 730 | ||
Commissions: | 112.00 | Comm.% P/L | 32.84 % |
Total Transactions: | 112 | Log. Linearity: | 24.993 % |
Total | Long | Short | AMD | NVDA | |
---|---|---|---|---|---|
Total Profit/Loss | -341.07 | 138.14 | -479.21 | -535.00 | 193.93 |
Total Profit | 389.42 | 185.57 | 203.85 | 592.18 | 630.46 |
Total Loss | 730.49 | 47.43 | 683.06 | 1127.18 | 436.53 |
Profit Factor | 0.53 | 3.91 | 0.30 | 0.53 | 1.44 |
Trades | 28 | 8 | 20 | 28 | 28 |
Winning Trades | 14 | 5 | 9 | 13 | 18 |
Losing Trades | 14 | 3 | 11 | 15 | 10 |
% Profitable | 50.00 | 62.00 | 45.00 | 46.00 | 64.00 |
Profit/Loss Per Trade % | -1.48 | 3.04 | -3.23 | -2.92 | 0.76 |
Profit Per Trade % | 4.96 | 6.66 | 4.03 | 7.88 | 5.47 |
Loss Per Trade % | 6.93 | 2.71 | 8.10 | 10.48 | 6.98 |
Days In Trade | 386 | 102 | 284 | 386 | 386 |
Days In Trade (Avg. Per Trade) | 13.79 | 12.75 | 14.20 | 13.79 | 13.79 |
% Days In Trade | 52.88 | 13.97 | 38.90 | 52.88 | 52.88 |