Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ATVI | Activision Blizzard Inc | Communication Services | Electronic Gaming & Multimedia | 74289 | 0.0105 | 94.42 | 8085909 |
ACB | Aurora Cannabis Inc | Healthcare | Drug Manufacturers - Specialty & Generic | 230 | 4.75 | 1406327 |
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: | 3871.07 |
Total net P/L: | -1128.93 | Total ROI: | -22.58 % |
CAGR: | -35.77 % | Max. DD: | 61.12 % |
System Score: | -0.065 | Sharpe Ratio: | 0.137 |
Start Date: | 2020-01-02 | End Date: | 2020-07-31 |
Total days: | 211 | ||
Commissions: | 53.99 | Comm.% P/L | 5.02 % |
Total Transactions: | 40 | Log. Linearity: | 12.214 % |
Total | Long | Short | ATVI | ACB | |
---|---|---|---|---|---|
Total Profit/Loss | -1074.94 | 220.05 | -1294.99 | -215.62 | -859.32 |
Total Profit | 2777.40 | 220.05 | 2557.35 | 715.38 | 2851.63 |
Total Loss | 3852.34 | 0.00 | 3852.34 | 931.00 | 3710.95 |
Profit Factor | 0.72 | 0.00 | 0.66 | 0.77 | 0.77 |
Trades | 10 | 1 | 9 | 10 | 10 |
Winning Trades | 4 | 1 | 3 | 4 | 4 |
Losing Trades | 6 | 0 | 6 | 6 | 6 |
% Profitable | 40.00 | 100.00 | 33.00 | 40.00 | 40.00 |
Profit/Loss Per Trade % | -2.40 | 4.96 | -3.19 | -1.02 | -1.70 |
Profit Per Trade % | 17.36 | 4.96 | 21.81 | 3.41 | 17.81 |
Loss Per Trade % | 13.14 | 0.00 | 13.14 | 3.73 | 11.69 |
Days In Trade | 134 | 21 | 113 | 134 | 134 |
Days In Trade (Avg. Per Trade) | 13.40 | 21.00 | 12.56 | 13.40 | 13.40 |
% Days In Trade | 63.51 | 9.95 | 53.55 | 63.51 | 63.51 |