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: | 1.50 | Exit Threshold: | 0.10 | ||
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: | 2245.62 |
Total net P/L: | 1245.62 | Total ROI: | 124.56 % |
CAGR: | 114.05 % | Max. DD: | 62.40 % |
System Score: | 34.915 | Sharpe Ratio: | 1.263 |
Start Date: | 2022-01-03 | End Date: | 2023-01-26 |
Total days: | 388 | ||
Commissions: | 44.79 | Comm.% P/L | 3.47 % |
Total Transactions: | 36 | Log. Linearity: | 67.397 % |
Total | ![]() |
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LRCX | WBA | |
---|---|---|---|---|---|
Total Profit/Loss | 1290.41 | 3387.75 | -2097.34 | 2568.27 | -1277.86 |
Total Profit | 3535.90 | 3387.75 | 148.15 | 5211.07 | 1251.85 |
Total Loss | 2245.49 | 0.00 | 2245.49 | 2642.80 | 2529.71 |
Profit Factor | 1.57 | 0.00 | 0.07 | 1.97 | 0.49 |
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 % | 9.66 | 45.89 | -12.73 | 11.76 | -14.35 |
Profit Per Trade % | 37.47 | 45.89 | 8.37 | 50.53 | 14.85 |
Loss Per Trade % | 13.55 | 0.00 | 13.55 | 20.60 | 29.49 |
Days In Trade | 161 | 84 | 77 | 161 | 161 |
Days In Trade (Avg. Per Trade) | 17.89 | 21.00 | 15.40 | 17.89 | 17.89 |
% Days In Trade | 41.49 | 21.65 | 19.85 | 41.49 | 41.49 |