Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
VUG | Vanguard Growth Index Fund ETF Shares | 0.0044 | 360.45 | 1331908 | |||
VGT | Vanguard Information Technology Index Fund ETF Shares | 0.0132 | 518.88 | 581373 |
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: | 20000.00 | Final Equity: | 25443.62 |
Total net P/L: | 5443.62 | Total ROI: | 27.22 % |
CAGR: | 2.13 % | Max. DD: | 11.86 % |
System Score: | 0.775 | Sharpe Ratio: | 1.696 |
Start Date: | 2009-01-02 | End Date: | 2020-05-29 |
Total days: | 4165 | ||
Commissions: | 938.54 | Comm.% P/L | 14.71 % |
Total Transactions: | 708 | Log. Linearity: | 71.364 % |
Total | ![]() |
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VUG | VGT | |
---|---|---|---|---|---|
Total Profit/Loss | 6382.16 | 464.43 | 5917.73 | -15326.37 | 21708.53 |
Total Profit | 19393.18 | 9897.35 | 9495.83 | 36860.16 | 63426.64 |
Total Loss | 13011.02 | 9432.92 | 3578.10 | 52186.53 | 41718.11 |
Profit Factor | 1.49 | 1.05 | 2.65 | 0.71 | 1.52 |
Trades | 177 | 101 | 76 | 177 | 177 |
Winning Trades | 121 | 64 | 57 | 75 | 118 |
Losing Trades | 56 | 37 | 19 | 102 | 59 |
% Profitable | 68.00 | 63.00 | 75.00 | 42.00 | 66.00 |
Profit/Loss Per Trade % | 0.16 | 0.02 | 0.35 | -0.45 | 0.50 |
Profit Per Trade % | 0.73 | 0.71 | 0.76 | 2.23 | 2.43 |
Loss Per Trade % | 1.06 | 1.15 | 0.88 | 2.32 | 3.19 |
Days In Trade | 2079 | 1230 | 849 | 2079 | 2079 |
Days In Trade (Avg. Per Trade) | 11.75 | 12.18 | 11.17 | 11.75 | 11.75 |
% Days In Trade | 49.92 | 29.53 | 20.38 | 49.92 | 49.92 |