Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
LRCX | Lam Research Corp | Technology | Semiconductor Equipment & Materials | 70192 | 0.0136 | 507.36 | 1544044 |
WBA | Walgreens Boots Alliance Inc | Healthcare | Pharmaceutical Retailers | 29197 | 0.0583 | 33.54 | 6849284 |
Entry Threshold: | 2.00 | Exit Threshold: | 1.00 | ||
Max Duration: | 60 | Entry Mode: | Simple | 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: | 2699.96 |
Total net P/L: | 1699.96 | Total ROI: | 170.00 % |
CAGR: | 154.56 % | Max. DD: | 39.58 % |
System Score: | 80.184 | Sharpe Ratio: | 1.619 |
Start Date: | 2022-01-03 | End Date: | 2023-01-26 |
Total days: | 388 | ||
Commissions: | 24.71 | Comm.% P/L | 1.43 % |
Total Transactions: | 20 | Log. Linearity: | 80.352 % |
Total | ![]() |
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LRCX | WBA | |
---|---|---|---|---|---|
Total Profit/Loss | 1724.67 | 1873.26 | -148.59 | 2345.47 | -620.80 |
Total Profit | 2097.44 | 1873.26 | 224.18 | 2567.34 | 0.00 |
Total Loss | 372.77 | 0.00 | 372.77 | 221.87 | 620.80 |
Profit Factor | 5.63 | 0.00 | 0.60 | 11.57 | 0.00 |
Trades | 5 | 2 | 3 | 5 | 5 |
Winning Trades | 3 | 2 | 1 | 3 | 0 |
Losing Trades | 2 | 0 | 2 | 2 | 5 |
% Profitable | 60.00 | 100.00 | 33.00 | 60.00 | 0.00 |
Profit/Loss Per Trade % | 22.28 | 59.38 | 2.49 | 28.65 | -7.42 |
Profit Per Trade % | 45.98 | 59.38 | 22.46 | 56.01 | 0.00 |
Loss Per Trade % | 6.03 | 0.00 | 6.03 | 3.55 | 7.11 |
Days In Trade | 29 | 22 | 7 | 29 | 29 |
Days In Trade (Avg. Per Trade) | 5.80 | 11.00 | 2.33 | 5.80 | 5.80 |
% Days In Trade | 7.47 | 5.67 | 1.80 | 7.47 | 7.47 |