Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AAPL | Apple Inc | Technology | Consumer Electronics | 2609990 | 0.0057 | 169.89 | 57809599 |
TSLA | Tesla Inc | Consumer Cyclical | Auto Manufacturers | 517065 | 170.18 | 112223618 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 10 |
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: | 4042.33 |
Total net P/L: | -5957.67 | Total ROI: | -59.58 % |
CAGR: | -54.40 % | Max. DD: | 70.14 % |
System Score: | -10.349 | Sharpe Ratio: | -0.873 |
Start Date: | 2020-01-02 | End Date: | 2021-02-26 |
Total days: | 421 | ||
Commissions: | 80.00 | Comm.% P/L | 1.36 % |
Total Transactions: | 80 | Log. Linearity: | 57.512 % |
Total | Long | Short | AAPL | TSLA | |
---|---|---|---|---|---|
Total Profit/Loss | -5877.67 | -7436.63 | 1558.95 | 3264.97 | -9142.64 |
Total Profit | 3030.21 | 981.07 | 2049.14 | 5069.80 | 4103.27 |
Total Loss | 8907.88 | 8417.70 | 490.18 | 1804.83 | 13245.91 |
Profit Factor | 0.34 | 0.12 | 4.18 | 2.81 | 0.31 |
Trades | 20 | 11 | 9 | 20 | 20 |
Winning Trades | 10 | 3 | 7 | 17 | 10 |
Losing Trades | 10 | 8 | 2 | 3 | 10 |
% Profitable | 50.00 | 27.00 | 77.00 | 85.00 | 50.00 |
Profit/Loss Per Trade % | -4.35 | -11.09 | 4.59 | 2.63 | -7.97 |
Profit Per Trade % | 7.37 | 7.65 | 7.26 | 5.11 | 8.71 |
Loss Per Trade % | 13.46 | 15.89 | 4.23 | 10.20 | 20.63 |
Days In Trade | 246 | 174 | 72 | 246 | 246 |
Days In Trade (Avg. Per Trade) | 12.30 | 15.82 | 8.00 | 12.30 | 12.30 |
% Days In Trade | 58.43 | 41.33 | 17.10 | 58.43 | 58.43 |