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: | 1.50 | Exit Threshold: | 0.50 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
Regression Per: | 100 | ||||
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: | 2312.31 |
Total net P/L: | 1312.31 | Total ROI: | 131.23 % |
CAGR: | 120.02 % | Max. DD: | 62.80 % |
System Score: | 42.135 | Sharpe Ratio: | 1.277 |
Start Date: | 2022-01-03 | End Date: | 2023-01-26 |
Total days: | 388 | ||
Commissions: | 45.26 | Comm.% P/L | 3.33 % |
Total Transactions: | 36 | Log. Linearity: | 70.544 % |
Total | Long | Short | LRCX | WBA | |
---|---|---|---|---|---|
Total Profit/Loss | 1357.57 | 3426.16 | -2068.59 | 2340.64 | -983.07 |
Total Profit | 3674.18 | 3426.16 | 248.02 | 5040.60 | 1103.53 |
Total Loss | 2316.61 | 0.00 | 2316.61 | 2699.96 | 2086.60 |
Profit Factor | 1.59 | 0.00 | 0.11 | 1.87 | 0.53 |
Trades | 9 | 4 | 5 | 9 | 9 |
Winning Trades | 5 | 4 | 1 | 5 | 5 |
Losing Trades | 4 | 0 | 4 | 4 | 4 |
% Profitable | 55.00 | 100.00 | 20.00 | 55.00 | 55.00 |
Profit/Loss Per Trade % | 10.02 | 45.06 | -11.81 | 11.27 | -9.27 |
Profit Per Trade % | 38.27 | 45.06 | 14.15 | 49.31 | 12.10 |
Loss Per Trade % | 13.48 | 0.00 | 13.48 | 20.53 | 23.82 |
Days In Trade | 150 | 82 | 68 | 150 | 150 |
Days In Trade (Avg. Per Trade) | 16.67 | 20.50 | 13.60 | 16.67 | 16.67 |
% Days In Trade | 38.66 | 21.13 | 17.53 | 38.66 | 38.66 |