Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
LRCX | Lam Research Corp | Technology | Semiconductor Equipment & Materials | 116343 | 0.009 | 884.89 | 1061172 |
WBA | Walgreens Boots Alliance Inc | Healthcare | Pharmaceutical Retailers | 15424 | 0.0554 | 17.81 | 12521438 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 7 | Entry Mode: | Uptick | Reversals: | |
Regression Per: | 180 | ||||
Margin Req. 1: | 10.0 | Margin Req. 2: | 10.0 | High Leverage | |
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.10 / 0.10 |
Initial Capital: | 1000.00 | Final Equity: | 90.23 |
Total net P/L: | -909.77 | Total ROI: | -90.98 % |
CAGR: | -37.79 % | Max. DD: | 96.38 % |
System Score: | -21.702 | Sharpe Ratio: | -0.451 |
Start Date: | 2018-01-02 | End Date: | 2023-01-26 |
Total days: | 1850 | ||
Commissions: | 84.00 | Comm.% P/L | 10.17 % |
Total Transactions: | 84 | Log. Linearity: | 83.123 % |
Total | Long | Short | LRCX | WBA | |
---|---|---|---|---|---|
Total Profit/Loss | -825.77 | 263.66 | -1089.43 | 155.69 | -981.46 |
Total Profit | 2797.95 | 1647.79 | 1150.16 | 2888.44 | 1733.64 |
Total Loss | 3623.72 | 1384.13 | 2239.59 | 2732.75 | 2715.10 |
Profit Factor | 0.77 | 1.19 | 0.51 | 1.06 | 0.64 |
Trades | 21 | 7 | 14 | 21 | 21 |
Winning Trades | 8 | 3 | 5 | 10 | 8 |
Losing Trades | 13 | 4 | 9 | 11 | 13 |
% Profitable | 38.00 | 42.00 | 35.00 | 47.00 | 38.00 |
Profit/Loss Per Trade % | -9.94 | 0.40 | -14.71 | -3.61 | -7.74 |
Profit Per Trade % | 28.97 | 43.55 | 20.95 | 23.83 | 18.03 |
Loss Per Trade % | 22.35 | 22.06 | 22.48 | 18.99 | 19.12 |
Days In Trade | 169 | 56 | 113 | 169 | 169 |
Days In Trade (Avg. Per Trade) | 8.05 | 8.00 | 8.07 | 8.05 | 8.05 |
% Days In Trade | 9.14 | 3.03 | 6.11 | 9.14 | 9.14 |