Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GOOG | Alphabet Inc Class C | Communication Services | Internet Content & Information | 1928722 | 156 | 22211833 | |
GOOGL | Alphabet Inc Class A | Communication Services | Internet Content & Information | 1928734 | 154.4 | 29301262 |
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: | 5014.46 |
Total net P/L: | 14.46 | Total ROI: | 0.29 % |
CAGR: | 0.14 % | Max. DD: | 0.45 % |
System Score: | 0.000 | Sharpe Ratio: | 0.417 |
Start Date: | 2019-04-08 | End Date: | 2021-04-07 |
Total days: | 730 | ||
Commissions: | 152.00 | Comm.% P/L | 91.31 % |
Total Transactions: | 152 | Log. Linearity: | 8.638 % |
Total | Long | Short | GOOG | GOOGL | |
---|---|---|---|---|---|
Total Profit/Loss | 166.46 | 73.38 | 93.08 | 749.08 | -582.62 |
Total Profit | 170.31 | 77.23 | 93.08 | 1471.47 | 800.74 |
Total Loss | 3.85 | 3.85 | 0.00 | 722.39 | 1383.36 |
Profit Factor | 44.24 | 20.06 | 0.00 | 2.04 | 0.58 |
Trades | 38 | 15 | 23 | 38 | 38 |
Winning Trades | 36 | 13 | 23 | 19 | 20 |
Losing Trades | 2 | 2 | 0 | 19 | 18 |
% Profitable | 94.00 | 86.00 | 100.00 | 50.00 | 52.00 |
Profit/Loss Per Trade % | 0.09 | 0.10 | 0.08 | 0.38 | -0.32 |
Profit Per Trade % | 0.09 | 0.12 | 0.08 | 1.54 | 0.80 |
Loss Per Trade % | 0.04 | 0.04 | 0.00 | 0.76 | 1.53 |
Days In Trade | 254 | 114 | 140 | 254 | 254 |
Days In Trade (Avg. Per Trade) | 6.68 | 7.60 | 6.09 | 6.68 | 6.68 |
% Days In Trade | 34.79 | 15.62 | 19.18 | 34.79 | 34.79 |