Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ADI | Analog Devices Inc | Technology | Semiconductors | 93022 | 0.0196 | 183.36 | 3284978 |
MSI | Motorola Solutions Inc | Technology | Communication Equipment | 56588 | 0.0115 | 339.65 | 658109 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 30 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 30 | MA Type: | EMA | StdDev Period: | 30 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 10.0 | Margin Req. 2: | 10.0 | High Leverage | |
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 22313.24 |
Total net P/L: | 12313.24 | Total ROI: | 123.13 % |
CAGR: | 39.61 % | Max. DD: | 96.02 % |
System Score: | 0.267 | Sharpe Ratio: | 1.274 |
Start Date: | 2018-01-02 | End Date: | 2020-05-29 |
Total days: | 878 | ||
Commissions: | 223.36 | Comm.% P/L | 1.78 % |
Total Transactions: | 96 | Log. Linearity: | 18.901 % |
Total | Long | Short | ADI | MSI | |
---|---|---|---|---|---|
Total Profit/Loss | 12536.60 | 16580.53 | -4043.93 | -23298.17 | 35834.77 |
Total Profit | 59899.41 | 30943.81 | 28955.60 | 23877.55 | 70940.00 |
Total Loss | 47362.81 | 14363.28 | 32999.53 | 47175.72 | 35105.23 |
Profit Factor | 1.26 | 2.15 | 0.88 | 0.51 | 2.02 |
Trades | 24 | 14 | 10 | 24 | 24 |
Winning Trades | 18 | 9 | 9 | 11 | 13 |
Losing Trades | 6 | 5 | 1 | 13 | 11 |
% Profitable | 75.00 | 64.00 | 90.00 | 45.00 | 54.00 |
Profit/Loss Per Trade % | 3.50 | -1.19 | 10.43 | -8.04 | 4.37 |
Profit Per Trade % | 25.08 | 26.68 | 23.50 | 26.80 | 33.04 |
Loss Per Trade % | 37.39 | 33.33 | 59.64 | 21.72 | 20.20 |
Days In Trade | 435 | 266 | 169 | 435 | 435 |
Days In Trade (Avg. Per Trade) | 18.12 | 19.00 | 16.90 | 18.12 | 18.12 |
% Days In Trade | 49.54 | 30.30 | 19.25 | 49.54 | 49.54 |