Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
LRCX | Lam Research Corp | Technology | Semiconductor Equipment & Materials | 113807 | 0.0092 | 887.42 | 1057868 |
WBA | Walgreens Boots Alliance Inc | Healthcare | Pharmaceutical Retailers | 15719 | 0.0549 | 18.05 | 12513385 |
Entry Threshold: | 2.50 | Exit Threshold: | 1.00 | ||
Max Duration: | 30 | 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: | -86.37 |
Total net P/L: | -1086.37 | Total ROI: | -108.64 % |
CAGR: | 0.00 % | Max. DD: | 111.98 % |
System Score: | 0.000 | Sharpe Ratio: | 0.845 |
Start Date: | 2018-01-02 | End Date: | 2023-01-26 |
Total days: | 1850 | ||
Commissions: | 40.00 | Comm.% P/L | 3.82 % |
Total Transactions: | 40 | Log. Linearity: | 77.300 % |
Total | Long | Short | LRCX | WBA | |
---|---|---|---|---|---|
Total Profit/Loss | -1046.37 | -73.25 | -973.12 | 688.15 | -1734.52 |
Total Profit | 2517.83 | 1166.79 | 1351.04 | 2914.51 | 465.12 |
Total Loss | 3564.20 | 1240.04 | 2324.16 | 2226.36 | 2199.64 |
Profit Factor | 0.71 | 0.94 | 0.58 | 1.31 | 0.21 |
Trades | 10 | 3 | 7 | 10 | 10 |
Winning Trades | 6 | 2 | 4 | 5 | 1 |
Losing Trades | 4 | 1 | 3 | 5 | 9 |
% Profitable | 60.00 | 66.00 | 57.00 | 50.00 | 10.00 |
Profit/Loss Per Trade % | 0.00 | -1.83 | 0.00 | -16.44 | -16.77 |
Profit Per Trade % | 44.84 | 49.60 | 42.52 | 63.27 | 55.66 |
Loss Per Trade % | 61.33 | 57.73 | 62.55 | 30.68 | 20.64 |
Days In Trade | 252 | 61 | 191 | 252 | 252 |
Days In Trade (Avg. Per Trade) | 25.20 | 20.33 | 27.29 | 25.20 | 25.20 |
% Days In Trade | 13.62 | 3.30 | 10.32 | 13.62 | 13.62 |