Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
IRTC | iRhythm Technologies Inc | Healthcare | Medical Devices | 3517 | 111.27 | 389942 | |
STAA | STAAR Surgical Company | Healthcare | Medical Instruments & Supplies | 2337 | 46.89 | 835068 |
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: | 1269.61 |
Total net P/L: | -8730.39 | Total ROI: | -87.30 % |
CAGR: | -29.51 % | Max. DD: | 95.48 % |
System Score: | -6.163 | Sharpe Ratio: | -1.030 |
Start Date: | 2017-01-05 | End Date: | 2022-11-29 |
Total days: | 2154 | ||
Commissions: | 371.53 | Comm.% P/L | 4.44 % |
Total Transactions: | 236 | Log. Linearity: | 59.329 % |
Total | Long | Short | IRTC | STAA | |
---|---|---|---|---|---|
Total Profit/Loss | -8358.86 | -8055.66 | -303.20 | -1833.36 | -6525.50 |
Total Profit | 23992.10 | 11180.87 | 12811.23 | 21779.76 | 23332.71 |
Total Loss | 32350.96 | 19236.53 | 13114.43 | 23613.12 | 29858.21 |
Profit Factor | 0.74 | 0.58 | 0.98 | 0.92 | 0.78 |
Trades | 59 | 28 | 31 | 59 | 59 |
Winning Trades | 35 | 14 | 21 | 34 | 35 |
Losing Trades | 24 | 14 | 10 | 25 | 24 |
% Profitable | 59.00 | 50.00 | 67.00 | 57.00 | 59.00 |
Profit/Loss Per Trade % | -3.30 | -6.48 | -0.33 | -1.63 | -1.77 |
Profit Per Trade % | 8.35 | 9.53 | 7.57 | 7.74 | 8.06 |
Loss Per Trade % | 14.50 | 16.24 | 12.10 | 11.69 | 13.33 |
Days In Trade | 877 | 445 | 432 | 877 | 877 |
Days In Trade (Avg. Per Trade) | 14.86 | 15.89 | 13.94 | 14.86 | 14.86 |
% Days In Trade | 40.71 | 20.66 | 20.06 | 40.71 | 40.71 |