Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ZG | Zillow Group Inc | Communication Services | Internet Content & Information | 9814 | 41.11 | 641394 | |
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: | 20947.20 |
Total net P/L: | 10947.20 | Total ROI: | 109.47 % |
CAGR: | 109.90 % | Max. DD: | 24.79 % |
System Score: | 57.264 | Sharpe Ratio: | 1.638 |
Start Date: | 2020-01-02 | End Date: | 2020-12-31 |
Total days: | 364 | ||
Commissions: | 83.59 | Comm.% P/L | 0.76 % |
Total Transactions: | 52 | Log. Linearity: | 80.469 % |
Total | Long | Short | ZG | TWTR | |
---|---|---|---|---|---|
Total Profit/Loss | 11030.79 | 4684.77 | 6346.02 | -4376.88 | 15407.67 |
Total Profit | 13685.73 | 4684.77 | 9000.96 | 7038.15 | 17819.72 |
Total Loss | 2654.94 | 0.00 | 2654.94 | 11415.03 | 2412.05 |
Profit Factor | 5.15 | 0.00 | 3.39 | 0.62 | 7.39 |
Trades | 13 | 4 | 9 | 13 | 13 |
Winning Trades | 11 | 4 | 7 | 6 | 11 |
Losing Trades | 2 | 0 | 2 | 7 | 2 |
% Profitable | 84.00 | 100.00 | 77.00 | 46.00 | 84.00 |
Profit/Loss Per Trade % | 5.90 | 8.53 | 4.75 | -2.54 | 7.66 |
Profit Per Trade % | 8.71 | 8.53 | 8.82 | 7.95 | 10.97 |
Loss Per Trade % | 8.31 | 0.00 | 8.31 | 10.11 | 8.83 |
Days In Trade | 185 | 48 | 137 | 185 | 185 |
Days In Trade (Avg. Per Trade) | 14.23 | 12.00 | 15.22 | 14.23 | 14.23 |
% Days In Trade | 50.82 | 13.19 | 37.64 | 50.82 | 50.82 |