| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| SNPS | Synopsys Inc | Technology | Software - Infrastructure | 88373 | 463.73 | 2066053 | |
| CDNS | Cadence Design Systems Inc | Technology | Software - Application | 85810 | 314.91 | 1934586 |
| Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
| 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: | 10000.00 | Final Equity: | 11347.47 |
| Total net P/L: | 1347.47 | Total ROI: | 13.47 % |
| CAGR: | 1.85 % | Max. DD: | 15.51 % |
| System Score: | 0.010 | Sharpe Ratio: | 0.613 |
| Start Date: | 2016-01-04 | End Date: | 2022-11-29 |
| Total days: | 2521 | ||
| Commissions: | 274.33 | Comm.% P/L | 16.92 % |
| Total Transactions: | 244 | Log. Linearity: | 17.688 % |
| Total | Long |
Short |
SNPS | CDNS | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1621.80 | 1239.63 | 382.17 | 6396.75 | -4774.95 |
| Total Profit | 8930.63 | 5118.45 | 3812.18 | 19669.31 | 16087.74 |
| Total Loss | 7308.83 | 3878.82 | 3430.01 | 13272.56 | 20862.69 |
| Profit Factor | 1.22 | 1.32 | 1.11 | 1.48 | 0.77 |
| Trades | 61 | 32 | 29 | 61 | 61 |
| Winning Trades | 37 | 20 | 17 | 34 | 29 |
| Losing Trades | 24 | 12 | 12 | 27 | 32 |
| % Profitable | 60.00 | 62.00 | 58.00 | 55.00 | 47.00 |
| Profit/Loss Per Trade % | 0.25 | 0.37 | 0.12 | 0.73 | -1.02 |
| Profit Per Trade % | 2.31 | 2.45 | 2.15 | 5.28 | 5.27 |
| Loss Per Trade % | 2.80 | 2.94 | 2.65 | 4.63 | 5.89 |
| Days In Trade | 947 | 476 | 471 | 947 | 947 |
| Days In Trade (Avg. Per Trade) | 15.52 | 14.88 | 16.24 | 15.52 | 15.52 |
| % Days In Trade | 37.56 | 18.88 | 18.68 | 37.56 | 37.56 |