Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
NAVI | Navient Corp | Financial Services | Credit Services | 1822 | 0.0394 | 16.21 | 890949 |
SAGE | Sage Therapeutic | Healthcare | Biotechnology | 783 | 13.33 | 1194296 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 15 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 14 | MA Type: | SMA | StdDev Period: | 14 |
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: | 5000.00 | Final Equity: | 6043.34 |
Total net P/L: | 1043.34 | Total ROI: | 20.87 % |
CAGR: | 46.86 % | Max. DD: | 33.46 % |
System Score: | 4.427 | Sharpe Ratio: | 0.643 |
Start Date: | 2020-01-02 | End Date: | 2020-06-30 |
Total days: | 180 | ||
Commissions: | 99.54 | Comm.% P/L | 8.71 % |
Total Transactions: | 40 | Log. Linearity: | 45.545 % |
Total | Long | Short | NAVI | SAGE | |
---|---|---|---|---|---|
Total Profit/Loss | 1142.88 | -394.46 | 1537.35 | 3006.44 | -1863.56 |
Total Profit | 4335.38 | 2114.18 | 2221.20 | 4587.31 | 1765.79 |
Total Loss | 3192.50 | 2508.64 | 683.86 | 1580.88 | 3629.35 |
Profit Factor | 1.36 | 0.84 | 3.25 | 2.90 | 0.49 |
Trades | 10 | 5 | 5 | 10 | 10 |
Winning Trades | 6 | 3 | 3 | 6 | 3 |
Losing Trades | 4 | 2 | 2 | 4 | 7 |
% Profitable | 60.00 | 60.00 | 60.00 | 60.00 | 30.00 |
Profit/Loss Per Trade % | 2.07 | 0.15 | 4.01 | 3.40 | -1.76 |
Profit Per Trade % | 11.66 | 12.24 | 11.09 | 10.98 | 11.58 |
Loss Per Trade % | 10.51 | 15.49 | 5.74 | 6.67 | 6.66 |
Days In Trade | 85 | 37 | 48 | 85 | 85 |
Days In Trade (Avg. Per Trade) | 8.50 | 7.40 | 9.60 | 8.50 | 8.50 |
% Days In Trade | 47.22 | 20.56 | 26.67 | 47.22 | 47.22 |