Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ATHM | Autohome Inc | Communication Services | Internet Content & Information | 3334 | 0.0673 | 26.52 | 410478 |
TWTR | Twitter Inc | Communication Services | Internet Content & Information | 41094 | 0 | 53.7 | 29202420 |
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: | 7479.47 |
Total net P/L: | -2520.53 | Total ROI: | -25.21 % |
CAGR: | -20.82 % | Max. DD: | 49.97 % |
System Score: | -0.000 | Sharpe Ratio: | -0.131 |
Start Date: | 2020-01-02 | End Date: | 2021-03-31 |
Total days: | 454 | ||
Commissions: | 73.08 | Comm.% P/L | 2.99 % |
Total Transactions: | 64 | Log. Linearity: | 0.159 % |
Total | Long | Short | ATHM | TWTR | |
---|---|---|---|---|---|
Total Profit/Loss | -2447.45 | -1168.69 | -1278.76 | -3510.11 | 1062.66 |
Total Profit | 5371.31 | 2992.50 | 2378.81 | 1685.40 | 6298.03 |
Total Loss | 7818.76 | 4161.19 | 3657.57 | 5195.51 | 5235.37 |
Profit Factor | 0.69 | 0.72 | 0.65 | 0.32 | 1.20 |
Trades | 16 | 9 | 7 | 16 | 16 |
Winning Trades | 9 | 4 | 5 | 7 | 10 |
Losing Trades | 7 | 5 | 2 | 9 | 6 |
% Profitable | 56.00 | 44.00 | 71.00 | 43.00 | 62.00 |
Profit/Loss Per Trade % | -1.75 | -1.26 | -2.38 | -2.18 | 0.42 |
Profit Per Trade % | 6.70 | 8.78 | 5.07 | 3.10 | 6.50 |
Loss Per Trade % | 11.05 | 8.11 | 18.76 | 5.83 | 8.70 |
Days In Trade | 212 | 123 | 89 | 212 | 212 |
Days In Trade (Avg. Per Trade) | 13.25 | 13.67 | 12.71 | 13.25 | 13.25 |
% Days In Trade | 46.70 | 27.09 | 19.60 | 46.70 | 46.70 |