Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3028425 | 0.0074 | 407.57 | 24074598 |
DAVA | Endava Ltd | Technology | Software - Infrastructure | 1750 | 30.31 | 416838 |
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: | 18461.79 |
Total net P/L: | 8461.79 | Total ROI: | 84.62 % |
CAGR: | 15.99 % | Max. DD: | 26.77 % |
System Score: | 4.218 | Sharpe Ratio: | 1.354 |
Start Date: | 2018-10-12 | End Date: | 2022-11-29 |
Total days: | 1509 | ||
Commissions: | 131.19 | Comm.% P/L | 1.53 % |
Total Transactions: | 116 | Log. Linearity: | 64.139 % |
Total | Long | Short | MSFT | DAVA | |
---|---|---|---|---|---|
Total Profit/Loss | 8592.98 | 1771.14 | 6821.84 | 2668.63 | 5924.35 |
Total Profit | 15189.44 | 5437.90 | 9751.54 | 8185.24 | 16484.10 |
Total Loss | 6596.46 | 3666.76 | 2929.70 | 5516.61 | 10559.75 |
Profit Factor | 2.30 | 1.48 | 3.33 | 1.48 | 1.56 |
Trades | 29 | 15 | 14 | 29 | 29 |
Winning Trades | 18 | 9 | 9 | 19 | 18 |
Losing Trades | 11 | 6 | 5 | 10 | 11 |
% Profitable | 62.00 | 60.00 | 64.00 | 65.00 | 62.00 |
Profit/Loss Per Trade % | 2.17 | 1.12 | 3.31 | 0.69 | 1.24 |
Profit Per Trade % | 6.67 | 5.42 | 7.94 | 3.36 | 6.92 |
Loss Per Trade % | 4.58 | 4.87 | 4.24 | 4.09 | 7.30 |
Days In Trade | 426 | 226 | 200 | 426 | 426 |
Days In Trade (Avg. Per Trade) | 14.69 | 15.07 | 14.29 | 14.69 | 14.69 |
% Days In Trade | 28.23 | 14.98 | 13.25 | 28.23 | 28.23 |