Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AMD | Advanced Micro Devices Inc | Technology | Semiconductors | 252306 | 155.61 | 40774516 | |
NVDA | NVIDIA Corporation | Technology | Semiconductors | 4162963 | 0.0003 | 170.7 | 246487219 |
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: | 10000.00 | Final Equity: | 1521.32 |
Total net P/L: | -8478.68 | Total ROI: | -84.79 % |
CAGR: | -15.74 % | Max. DD: | 88.11 % |
System Score: | -0.002 | Sharpe Ratio: | -0.608 |
Start Date: | 2011-01-03 | End Date: | 2021-12-30 |
Total days: | 4014 | ||
Commissions: | 1613.03 | Comm.% P/L | 23.49 % |
Total Transactions: | 548 | Log. Linearity: | 4.977 % |
Total | ![]() |
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AMD | NVDA | |
---|---|---|---|---|---|
Total Profit/Loss | -6865.65 | -7131.54 | 265.89 | 2490.61 | -9356.26 |
Total Profit | 21455.76 | 9446.02 | 12009.73 | 28897.67 | 15921.28 |
Total Loss | 28321.41 | 16577.57 | 11743.84 | 26407.06 | 25277.53 |
Profit Factor | 0.76 | 0.57 | 1.02 | 1.09 | 0.63 |
Trades | 137 | 67 | 70 | 137 | 137 |
Winning Trades | 80 | 34 | 46 | 80 | 73 |
Losing Trades | 57 | 33 | 24 | 56 | 64 |
% Profitable | 58.00 | 50.00 | 65.00 | 58.00 | 53.00 |
Profit/Loss Per Trade % | -1.03 | -1.79 | -0.29 | -0.47 | -1.14 |
Profit Per Trade % | 6.89 | 7.56 | 6.39 | 8.34 | 5.42 |
Loss Per Trade % | 10.27 | 9.64 | 11.14 | 11.06 | 7.50 |
Days In Trade | 2132 | 1111 | 1021 | 2132 | 2132 |
Days In Trade (Avg. Per Trade) | 15.56 | 16.58 | 14.59 | 15.56 | 15.56 |
% Days In Trade | 53.11 | 27.68 | 25.44 | 53.11 | 53.11 |