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: | 3.00 | Exit Threshold: | 1.50 | ||
Max Duration: | 60 | 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: | 281.17 |
Total net P/L: | -718.83 | Total ROI: | -71.88 % |
CAGR: | -22.15 % | Max. DD: | 116.00 % |
System Score: | -2.782 | Sharpe Ratio: | -0.826 |
Start Date: | 2018-01-02 | End Date: | 2023-01-26 |
Total days: | 1850 | ||
Commissions: | 24.00 | Comm.% P/L | 3.45 % |
Total Transactions: | 24 | Log. Linearity: | 50.084 % |
Total | Long | Short | LRCX | WBA | |
---|---|---|---|---|---|
Total Profit/Loss | -694.83 | 536.69 | -1231.52 | -658.49 | -36.34 |
Total Profit | 985.77 | 536.69 | 449.08 | 1460.01 | 1189.36 |
Total Loss | 1680.60 | 0.00 | 1680.60 | 2118.50 | 1225.70 |
Profit Factor | 0.59 | 0.00 | 0.27 | 0.69 | 0.97 |
Trades | 6 | 1 | 5 | 6 | 6 |
Winning Trades | 3 | 1 | 2 | 4 | 3 |
Losing Trades | 3 | 0 | 3 | 2 | 3 |
% Profitable | 50.00 | 100.00 | 40.00 | 66.00 | 50.00 |
Profit/Loss Per Trade % | -18.37 | 40.64 | -26.78 | 0.00 | -9.17 |
Profit Per Trade % | 48.74 | 40.64 | 52.96 | 34.28 | 51.76 |
Loss Per Trade % | 53.61 | 0.00 | 53.61 | 100.65 | 32.32 |
Days In Trade | 221 | 20 | 201 | 221 | 221 |
Days In Trade (Avg. Per Trade) | 36.83 | 20.00 | 40.20 | 36.83 | 36.83 |
% Days In Trade | 11.95 | 1.08 | 10.86 | 11.95 | 11.95 |