Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GOOG | Alphabet Inc Class C | Communication Services | Internet Content & Information | 1989633 | 161.1 | 22098317 | |
GOOGL | Alphabet Inc Class A | Communication Services | Internet Content & Information | 1989634 | 159.13 | 29257638 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 20 | MA Type: | EMA | StdDev Period: | 20 |
RSI Period: | 20 | 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: | 11056.77 |
Total net P/L: | 1056.77 | Total ROI: | 10.57 % |
CAGR: | 2.03 % | Max. DD: | 1.55 % |
System Score: | 1.774 | Sharpe Ratio: | 2.945 |
Start Date: | 2016-01-04 | End Date: | 2020-12-31 |
Total days: | 1823 | ||
Commissions: | 252.00 | Comm.% P/L | 19.25 % |
Total Transactions: | 252 | Log. Linearity: | 95.575 % |
Total | Long | Short | GOOG | GOOGL | |
---|---|---|---|---|---|
Total Profit/Loss | 1308.77 | 438.29 | 870.48 | 4555.94 | -3247.17 |
Total Profit | 1578.78 | 561.95 | 1016.83 | 12701.84 | 8857.50 |
Total Loss | 270.01 | 123.66 | 146.35 | 8145.90 | 12104.67 |
Profit Factor | 5.85 | 4.54 | 6.95 | 1.56 | 0.73 |
Trades | 63 | 25 | 38 | 63 | 63 |
Winning Trades | 48 | 19 | 29 | 34 | 30 |
Losing Trades | 15 | 6 | 9 | 29 | 33 |
% Profitable | 76.00 | 76.00 | 76.00 | 53.00 | 47.00 |
Profit/Loss Per Trade % | 0.20 | 0.17 | 0.22 | 0.57 | -0.55 |
Profit Per Trade % | 0.32 | 0.28 | 0.34 | 3.49 | 2.82 |
Loss Per Trade % | 0.18 | 0.20 | 0.16 | 2.68 | 3.42 |
Days In Trade | 644 | 248 | 396 | 644 | 644 |
Days In Trade (Avg. Per Trade) | 10.22 | 9.92 | 10.42 | 10.22 | 10.22 |
% Days In Trade | 35.33 | 13.60 | 21.72 | 35.33 | 35.33 |