Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
T | AT&T Inc | Communication Services | Telecom Services | 116497 | 0.069 | 16.12 | 40115011 |
VZ | Verizon Communications Inc | Communication Services | Telecom Services | 167432 | 0.0669 | 39.78 | 22219922 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 14 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
RSI Period: | 14 | RSI Threshold: | 5 | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.02 / 0.06 |
Initial Capital: | 1000.00 | Final Equity: | 945.58 |
Total net P/L: | -54.42 | Total ROI: | -5.44 % |
CAGR: | -3.70 % | Max. DD: | 19.19 % |
System Score: | -0.899 | Sharpe Ratio: | -0.228 |
Start Date: | 2019-01-02 | End Date: | 2020-06-26 |
Total days: | 541 | ||
Commissions: | 72.00 | Comm.% P/L | 409.56 % |
Total Transactions: | 72 | Log. Linearity: | 62.381 % |
Total | Long | Short | T | VZ | |
---|---|---|---|---|---|
Total Profit/Loss | 17.58 | 30.80 | -13.22 | -204.08 | 221.66 |
Total Profit | 230.08 | 117.90 | 112.18 | 189.96 | 306.97 |
Total Loss | 212.50 | 87.10 | 125.40 | 394.04 | 85.31 |
Profit Factor | 1.08 | 1.35 | 0.89 | 0.48 | 3.60 |
Trades | 18 | 6 | 12 | 18 | 18 |
Winning Trades | 13 | 5 | 8 | 8 | 10 |
Losing Trades | 5 | 1 | 4 | 10 | 8 |
% Profitable | 72.00 | 83.00 | 66.00 | 44.00 | 55.00 |
Profit/Loss Per Trade % | 0.09 | 0.49 | -0.11 | -1.23 | 1.20 |
Profit Per Trade % | 1.79 | 2.44 | 1.39 | 2.42 | 3.05 |
Loss Per Trade % | 4.15 | 8.73 | 3.03 | 3.80 | 1.07 |
Days In Trade | 191 | 53 | 138 | 191 | 191 |
Days In Trade (Avg. Per Trade) | 10.61 | 8.83 | 11.50 | 10.61 | 10.61 |
% Days In Trade | 35.30 | 9.80 | 25.51 | 35.30 | 35.30 |