| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| ESTC | Elastic NV | Technology | Software - Application | 9373 | 88.2 | 1756991 | |
| RAMP | Liveramp Holdings Inc | Technology | Software - Infrastructure | 1870 | 28.51 | 587127 |
| 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: | 8596.97 |
| Total net P/L: | -1403.03 | Total ROI: | -14.03 % |
| CAGR: | -11.44 % | Max. DD: | 53.53 % |
| System Score: | -0.078 | Sharpe Ratio: | -0.045 |
| Start Date: | 2020-01-02 | End Date: | 2021-03-31 |
| Total days: | 454 | ||
| Commissions: | 55.89 | Comm.% P/L | 4.15 % |
| Total Transactions: | 52 | Log. Linearity: | 18.928 % |
| Total | Long |
Short |
ESTC | RAMP | |
|---|---|---|---|---|---|
| Total Profit/Loss | -1347.14 | -195.34 | -1151.80 | -1826.26 | 479.12 |
| Total Profit | 7480.47 | 4767.20 | 2713.27 | 7191.43 | 7957.98 |
| Total Loss | 8827.61 | 4962.54 | 3865.07 | 9017.69 | 7478.86 |
| Profit Factor | 0.85 | 0.96 | 0.70 | 0.80 | 1.06 |
| Trades | 13 | 5 | 8 | 13 | 13 |
| Winning Trades | 7 | 4 | 3 | 7 | 8 |
| Losing Trades | 6 | 1 | 5 | 6 | 5 |
| % Profitable | 53.00 | 80.00 | 37.00 | 53.00 | 61.00 |
| Profit/Loss Per Trade % | -1.11 | -0.27 | -1.63 | -1.34 | -0.58 |
| Profit Per Trade % | 11.79 | 13.41 | 9.68 | 11.94 | 9.74 |
| Loss Per Trade % | 12.36 | 40.36 | 7.48 | 14.53 | 14.59 |
| Days In Trade | 201 | 67 | 134 | 201 | 201 |
| Days In Trade (Avg. Per Trade) | 15.46 | 13.40 | 16.75 | 15.46 | 15.46 |
| % Days In Trade | 44.27 | 14.76 | 29.52 | 44.27 | 44.27 |