Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
TWTR | Twitter Inc | Communication Services | Internet Content & Information | 41094 | 0 | 53.7 | 29202420 |
ATHM | Autohome Inc | Communication Services | Internet Content & Information | 3049 | 0.0699 | 25.23 | 412630 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | SMA | StdDev Period: | 15 |
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: | 8261.78 |
Total net P/L: | -1738.22 | Total ROI: | -17.38 % |
CAGR: | -14.23 % | Max. DD: | 48.39 % |
System Score: | -0.000 | Sharpe Ratio: | 0.032 |
Start Date: | 2020-01-02 | End Date: | 2021-03-31 |
Total days: | 454 | ||
Commissions: | 84.28 | Comm.% P/L | 5.10 % |
Total Transactions: | 72 | Log. Linearity: | 0.159 % |
Total | Long | Short | TWTR | ATHM | |
---|---|---|---|---|---|
Total Profit/Loss | -1653.94 | -1461.43 | -192.51 | 953.15 | -2607.09 |
Total Profit | 6825.33 | 2567.33 | 4258.00 | 6756.36 | 3111.74 |
Total Loss | 8479.27 | 4028.76 | 4450.51 | 5803.21 | 5718.83 |
Profit Factor | 0.80 | 0.64 | 0.96 | 1.16 | 0.54 |
Trades | 18 | 7 | 11 | 18 | 18 |
Winning Trades | 10 | 5 | 5 | 11 | 8 |
Losing Trades | 8 | 2 | 6 | 7 | 10 |
% Profitable | 55.00 | 71.00 | 45.00 | 61.00 | 44.00 |
Profit/Loss Per Trade % | -1.01 | -2.36 | -0.14 | 0.28 | -1.31 |
Profit Per Trade % | 7.07 | 5.07 | 9.11 | 5.90 | 4.32 |
Loss Per Trade % | 9.61 | 18.72 | 6.73 | 7.69 | 5.33 |
Days In Trade | 223 | 89 | 134 | 223 | 223 |
Days In Trade (Avg. Per Trade) | 12.39 | 12.71 | 12.18 | 12.39 | 12.39 |
% Days In Trade | 49.12 | 19.60 | 29.52 | 49.12 | 49.12 |