Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ADBE | Adobe Systems Incorporated | Technology | Software - Infrastructure | 213750 | 477.12 | 3110465 | |
EBAY | eBay Inc | Consumer Cyclical | Internet Retail | 26511 | 0.0211 | 51.18 | 6192055 |
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: | 3853.61 |
Total net P/L: | 2853.61 | Total ROI: | 285.36 % |
CAGR: | 255.74 % | Max. DD: | 41.70 % |
System Score: | 75.820 | Sharpe Ratio: | 1.967 |
Start Date: | 2022-01-03 | End Date: | 2023-01-26 |
Total days: | 388 | ||
Commissions: | 29.71 | Comm.% P/L | 1.03 % |
Total Transactions: | 28 | Log. Linearity: | 66.680 % |
Total | Long | Short | ADBE | EBAY | |
---|---|---|---|---|---|
Total Profit/Loss | 2883.32 | 3159.82 | -276.50 | 1605.57 | 1277.75 |
Total Profit | 3396.06 | 3159.82 | 236.24 | 2986.61 | 2846.72 |
Total Loss | 512.74 | 0.00 | 512.74 | 1381.04 | 1568.97 |
Profit Factor | 6.62 | 0.00 | 0.46 | 2.16 | 1.81 |
Trades | 7 | 5 | 2 | 7 | 7 |
Winning Trades | 6 | 5 | 1 | 4 | 5 |
Losing Trades | 1 | 0 | 1 | 3 | 2 |
% Profitable | 85.00 | 100.00 | 50.00 | 57.00 | 71.00 |
Profit/Loss Per Trade % | 21.54 | 35.33 | -7.10 | 4.63 | 2.57 |
Profit Per Trade % | 31.86 | 35.33 | 15.78 | 37.86 | 30.62 |
Loss Per Trade % | 25.45 | 0.00 | 25.45 | 26.28 | 36.68 |
Days In Trade | 134 | 92 | 42 | 134 | 134 |
Days In Trade (Avg. Per Trade) | 19.14 | 18.40 | 21.00 | 19.14 | 19.14 |
% Days In Trade | 34.54 | 23.71 | 10.82 | 34.54 | 34.54 |