Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GOOG | Alphabet Inc Class C | Communication Services | Internet Content & Information | 1952768 | 157.95 | 22190101 | |
GOOGL | Alphabet Inc Class A | Communication Services | Internet Content & Information | 1952265 | 156.28 | 29323109 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
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: | 5049.22 |
Total net P/L: | 49.22 | Total ROI: | 0.98 % |
CAGR: | 1.71 % | Max. DD: | 0.51 % |
System Score: | 0.616 | Sharpe Ratio: | 0.945 |
Start Date: | 2020-01-02 | End Date: | 2020-07-31 |
Total days: | 211 | ||
Commissions: | 32.00 | Comm.% P/L | 39.40 % |
Total Transactions: | 32 | Log. Linearity: | 71.150 % |
Total | Long | Short | GOOG | GOOGL | |
---|---|---|---|---|---|
Total Profit/Loss | 81.22 | 8.62 | 72.60 | 1526.87 | -1445.65 |
Total Profit | 89.28 | 16.68 | 72.60 | 1601.27 | 101.55 |
Total Loss | 8.06 | 8.06 | 0.00 | 74.40 | 1547.20 |
Profit Factor | 11.08 | 2.07 | 0.00 | 21.52 | 0.07 |
Trades | 8 | 3 | 5 | 8 | 8 |
Winning Trades | 7 | 2 | 5 | 6 | 2 |
Losing Trades | 1 | 1 | 0 | 2 | 6 |
% Profitable | 87.00 | 66.00 | 100.00 | 75.00 | 25.00 |
Profit/Loss Per Trade % | 0.20 | 0.06 | 0.29 | 3.71 | -3.72 |
Profit Per Trade % | 0.25 | 0.17 | 0.29 | 5.24 | 1.01 |
Loss Per Trade % | 0.16 | 0.16 | 0.00 | 0.74 | 5.05 |
Days In Trade | 85 | 39 | 46 | 85 | 85 |
Days In Trade (Avg. Per Trade) | 10.62 | 13.00 | 9.20 | 10.62 | 10.62 |
% Days In Trade | 40.28 | 18.48 | 21.80 | 40.28 | 40.28 |