Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ESTC | Elastic NV | Technology | Software - Application | 10337 | 102.54 | 1373025 | |
RAMP | Liveramp Holdings Inc | Technology | Software - Infrastructure | 2197 | 33.19 | 493543 |
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 |