Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AMD | Advanced Micro Devices Inc | Technology | Semiconductors | 264174 | 154.02 | 64331234 | |
INTC | Intel Corporation | Technology | Semiconductors | 154695 | 0.0138 | 35.68 | 41273542 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | SMA | 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: | 13806.13 |
Total net P/L: | 3806.13 | Total ROI: | 38.06 % |
CAGR: | 42.71 % | Max. DD: | 23.33 % |
System Score: | 4.126 | Sharpe Ratio: | 1.070 |
Start Date: | 2019-01-02 | End Date: | 2019-11-29 |
Total days: | 331 | ||
Commissions: | 99.45 | Comm.% P/L | 2.55 % |
Total Transactions: | 56 | Log. Linearity: | 45.883 % |
Total | Long | Short | AMD | INTC | |
---|---|---|---|---|---|
Total Profit/Loss | 3905.58 | 2504.57 | 1401.01 | 2837.01 | 1068.57 |
Total Profit | 8473.01 | 3850.94 | 4622.07 | 7233.34 | 4618.28 |
Total Loss | 4567.43 | 1346.37 | 3221.06 | 4396.33 | 3549.71 |
Profit Factor | 1.86 | 2.86 | 1.43 | 1.65 | 1.30 |
Trades | 14 | 4 | 10 | 14 | 14 |
Winning Trades | 10 | 3 | 7 | 8 | 8 |
Losing Trades | 4 | 1 | 3 | 6 | 6 |
% Profitable | 71.00 | 75.00 | 70.00 | 57.00 | 57.00 |
Profit/Loss Per Trade % | 2.39 | 5.19 | 1.29 | 1.71 | 0.59 |
Profit Per Trade % | 6.93 | 10.35 | 5.49 | 7.31 | 4.59 |
Loss Per Trade % | 8.00 | 8.89 | 7.70 | 5.27 | 4.30 |
Days In Trade | 203 | 66 | 137 | 203 | 203 |
Days In Trade (Avg. Per Trade) | 14.50 | 16.50 | 13.70 | 14.50 | 14.50 |
% Days In Trade | 61.33 | 19.94 | 41.39 | 61.33 | 61.33 |