Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
VTI | Vanguard Total Stock Market Index Fund ETF Shares | 494625 | 0.0102 | 278.8 | 3469698 | ||
BRK.B | Berkshire Hathaway Inc | Financial Services | Insurance - Diversified | 1164338 | 539.8 | 4293843 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
RSI Period: | 14 | RSI Threshold: | 20 | ||
Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 10394.00 |
Total net P/L: | 394.00 | Total ROI: | 3.94 % |
CAGR: | 0.35 % | Max. DD: | 3.44 % |
System Score: | 0.000 | Sharpe Ratio: | 0.700 |
Start Date: | 2010-01-04 | End Date: | 2021-02-26 |
Total days: | 4071 | ||
Commissions: | 52.00 | Comm.% P/L | 11.66 % |
Total Transactions: | 52 | Log. Linearity: | 7.379 % |
Total | ![]() |
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VTI | BRK.B | |
---|---|---|---|---|---|
Total Profit/Loss | 446.00 | 446.00 | 0.00 | 180.01 | 265.99 |
Total Profit | 820.12 | 820.12 | 0.00 | 1109.14 | 1364.44 |
Total Loss | 374.12 | 374.12 | 0.00 | 929.13 | 1098.45 |
Profit Factor | 2.19 | 2.19 | 0.00 | 1.19 | 1.24 |
Trades | 13 | 13 | 0 | 13 | 13 |
Winning Trades | 9 | 9 | 0 | 8 | 7 |
Losing Trades | 4 | 4 | 0 | 5 | 6 |
% Profitable | 69.00 | 69.00 | 0.00 | 61.00 | 53.00 |
Profit/Loss Per Trade % | 0.34 | 0.34 | 0.00 | 0.13 | 0.18 |
Profit Per Trade % | 0.91 | 0.91 | 0.00 | 1.38 | 1.93 |
Loss Per Trade % | 0.93 | 0.93 | 0.00 | 1.84 | 1.83 |
Days In Trade | 205 | 205 | 0 | 205 | 205 |
Days In Trade (Avg. Per Trade) | 15.77 | 15.77 | 0.00 | 15.77 | 15.77 |
% Days In Trade | 5.04 | 5.04 | 0.00 | 5.04 | 5.04 |