Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
Z | Zillow Group Inc Class C | Communication Services | Internet Content & Information | 10230 | 43.43 | 3485633 | |
ZG | Zillow Group Inc | Communication Services | Internet Content & Information | 10353 | 42.88 | 643227 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 5000.00 | Final Equity: | 5302.03 |
Total net P/L: | 302.03 | Total ROI: | 6.04 % |
CAGR: | 6.06 % | Max. DD: | 1.66 % |
System Score: | 2.279 | Sharpe Ratio: | 1.982 |
Start Date: | 2020-04-08 | End Date: | 2021-04-07 |
Total days: | 364 | ||
Commissions: | 64.00 | Comm.% P/L | 17.48 % |
Total Transactions: | 64 | Log. Linearity: | 72.195 % |
Total | Long | Short | Z | ZG | |
---|---|---|---|---|---|
Total Profit/Loss | 366.03 | 167.57 | 198.46 | 1021.66 | -655.63 |
Total Profit | 428.36 | 229.90 | 198.46 | 1972.85 | 1055.54 |
Total Loss | 62.33 | 62.33 | 0.00 | 951.19 | 1711.17 |
Profit Factor | 6.87 | 3.69 | 0.00 | 2.07 | 0.62 |
Trades | 16 | 11 | 5 | 16 | 16 |
Winning Trades | 15 | 10 | 5 | 10 | 6 |
Losing Trades | 1 | 1 | 0 | 6 | 10 |
% Profitable | 93.00 | 90.00 | 100.00 | 62.00 | 37.00 |
Profit/Loss Per Trade % | 0.45 | 0.30 | 0.77 | 1.16 | -0.92 |
Profit Per Trade % | 0.56 | 0.45 | 0.77 | 3.83 | 3.40 |
Loss Per Trade % | 1.22 | 1.22 | 0.00 | 3.06 | 3.32 |
Days In Trade | 122 | 98 | 24 | 122 | 122 |
Days In Trade (Avg. Per Trade) | 7.62 | 8.91 | 4.80 | 7.62 | 7.62 |
% Days In Trade | 33.52 | 26.92 | 6.59 | 33.52 | 33.52 |