Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
IBM | International Business Machines | Technology | Information Technology Services | 168452 | 0.0361 | 183.1 | 4354577 |
COP | ConocoPhillips | Energy | Oil & Gas E&P | 152536 | 0.0276 | 128.33 | 5321838 |
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: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.10 / 0.10 |
Initial Capital: | 50000.00 | Final Equity: | 46539.22 |
Total net P/L: | -3460.78 | Total ROI: | -6.92 % |
CAGR: | -1.41 % | Max. DD: | 25.46 % |
System Score: | -0.000 | Sharpe Ratio: | -0.115 |
Start Date: | 2016-01-04 | End Date: | 2021-01-19 |
Total days: | 1842 | ||
Commissions: | 396.60 | Comm.% P/L | 12.94 % |
Total Transactions: | 224 | Log. Linearity: | 4.341 % |
Total | Long | Short | IBM | COP | |
---|---|---|---|---|---|
Total Profit/Loss | -3064.18 | -1144.34 | -1919.84 | -867.90 | -2196.28 |
Total Profit | 36660.52 | 16154.80 | 20505.72 | 26677.22 | 40147.37 |
Total Loss | 39724.70 | 17299.14 | 22425.56 | 27545.12 | 42343.65 |
Profit Factor | 0.92 | 0.93 | 0.91 | 0.97 | 0.95 |
Trades | 56 | 26 | 30 | 56 | 56 |
Winning Trades | 36 | 15 | 21 | 28 | 30 |
Losing Trades | 20 | 11 | 9 | 28 | 26 |
% Profitable | 64.00 | 57.00 | 70.00 | 50.00 | 53.00 |
Profit/Loss Per Trade % | -0.11 | -0.13 | -0.10 | -0.07 | -0.12 |
Profit Per Trade % | 2.06 | 2.15 | 1.99 | 1.87 | 2.70 |
Loss Per Trade % | 3.83 | 3.12 | 4.71 | 1.96 | 3.09 |
Days In Trade | 805 | 415 | 390 | 805 | 805 |
Days In Trade (Avg. Per Trade) | 14.38 | 15.96 | 13.00 | 14.38 | 14.38 |
% Days In Trade | 43.70 | 22.53 | 21.17 | 43.70 | 43.70 |