Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
Z | Zillow Group Inc Class C | Communication Services | Internet Content & Information | 10259 | 43.63 | 3481214 | |
TWTR | Twitter Inc | Communication Services | Internet Content & Information | 41094 | 0 | 53.7 | 29202420 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 21711.39 |
Total net P/L: | 11711.39 | Total ROI: | 117.11 % |
CAGR: | 117.58 % | Max. DD: | 24.45 % |
System Score: | 55.443 | Sharpe Ratio: | 1.710 |
Start Date: | 2020-01-02 | End Date: | 2020-12-31 |
Total days: | 364 | ||
Commissions: | 90.48 | Comm.% P/L | 0.77 % |
Total Transactions: | 56 | Log. Linearity: | 77.835 % |
Total | Long | Short | Z | TWTR | |
---|---|---|---|---|---|
Total Profit/Loss | 11801.87 | 4481.31 | 7320.56 | -3987.02 | 15788.89 |
Total Profit | 14669.85 | 4481.31 | 10188.54 | 7723.01 | 18283.00 |
Total Loss | 2867.98 | 0.00 | 2867.98 | 11710.03 | 2494.11 |
Profit Factor | 5.12 | 0.00 | 3.55 | 0.66 | 7.33 |
Trades | 14 | 4 | 10 | 14 | 14 |
Winning Trades | 12 | 4 | 8 | 7 | 12 |
Losing Trades | 2 | 0 | 2 | 7 | 2 |
% Profitable | 85.00 | 100.00 | 80.00 | 50.00 | 85.00 |
Profit/Loss Per Trade % | 5.74 | 7.91 | 4.88 | -2.14 | 7.13 |
Profit Per Trade % | 8.38 | 7.91 | 8.61 | 7.22 | 10.05 |
Loss Per Trade % | 8.77 | 0.00 | 8.77 | 10.01 | 8.83 |
Days In Trade | 176 | 47 | 129 | 176 | 176 |
Days In Trade (Avg. Per Trade) | 12.57 | 11.75 | 12.90 | 12.57 | 12.57 |
% Days In Trade | 48.35 | 12.91 | 35.44 | 48.35 | 48.35 |