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 |
MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3039496 | 0.0073 | 399.04 | 24057234 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
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: | 9297.57 |
Total net P/L: | -702.43 | Total ROI: | -7.02 % |
CAGR: | -5.69 % | Max. DD: | 22.36 % |
System Score: | -0.000 | Sharpe Ratio: | -0.177 |
Start Date: | 2020-01-02 | End Date: | 2021-03-31 |
Total days: | 454 | ||
Commissions: | 76.00 | Comm.% P/L | 12.13 % |
Total Transactions: | 76 | Log. Linearity: | 4.082 % |
Total | Long | Short | AAPL | MSFT | |
---|---|---|---|---|---|
Total Profit/Loss | -626.43 | -524.74 | -101.68 | 1611.76 | -2238.19 |
Total Profit | 3245.95 | 930.93 | 2315.03 | 7030.57 | 3469.44 |
Total Loss | 3872.38 | 1455.67 | 2416.71 | 5418.81 | 5707.63 |
Profit Factor | 0.84 | 0.64 | 0.96 | 1.30 | 0.61 |
Trades | 19 | 7 | 12 | 19 | 19 |
Winning Trades | 10 | 3 | 7 | 10 | 9 |
Losing Trades | 9 | 4 | 5 | 8 | 10 |
% Profitable | 52.00 | 42.00 | 58.00 | 52.00 | 47.00 |
Profit/Loss Per Trade % | -0.34 | -0.69 | -0.14 | 0.62 | -1.48 |
Profit Per Trade % | 3.58 | 3.46 | 3.63 | 7.54 | 4.13 |
Loss Per Trade % | 4.46 | 3.62 | 5.13 | 7.12 | 5.94 |
Days In Trade | 276 | 103 | 173 | 276 | 276 |
Days In Trade (Avg. Per Trade) | 14.53 | 14.71 | 14.42 | 14.53 | 14.53 |
% Days In Trade | 60.79 | 22.69 | 38.11 | 60.79 | 60.79 |