Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ZG | Zillow Group Inc | Communication Services | Internet Content & Information | 9814 | 41.11 | 641394 | |
Z | Zillow Group Inc Class C | Communication Services | Internet Content & Information | 9838 | 41.81 | 3466113 |
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: | 5239.48 |
Total net P/L: | 239.48 | Total ROI: | 4.79 % |
CAGR: | 2.37 % | Max. DD: | 2.80 % |
System Score: | 0.106 | Sharpe Ratio: | 1.187 |
Start Date: | 2019-04-08 | End Date: | 2021-04-07 |
Total days: | 730 | ||
Commissions: | 112.00 | Comm.% P/L | 31.87 % |
Total Transactions: | 112 | Log. Linearity: | 35.510 % |
Total | Long | Short | ZG | Z | |
---|---|---|---|---|---|
Total Profit/Loss | 351.48 | 148.27 | 203.21 | -2007.05 | 2358.53 |
Total Profit | 525.40 | 233.95 | 291.45 | 1591.20 | 3809.81 |
Total Loss | 173.92 | 85.68 | 88.24 | 3598.25 | 1451.28 |
Profit Factor | 3.02 | 2.73 | 3.30 | 0.44 | 2.63 |
Trades | 28 | 9 | 19 | 28 | 28 |
Winning Trades | 24 | 8 | 16 | 10 | 18 |
Losing Trades | 4 | 1 | 3 | 18 | 10 |
% Profitable | 85.00 | 88.00 | 84.00 | 35.00 | 64.00 |
Profit/Loss Per Trade % | 0.25 | 0.32 | 0.21 | -1.54 | 1.57 |
Profit Per Trade % | 0.43 | 0.57 | 0.36 | 3.12 | 4.15 |
Loss Per Trade % | 0.86 | 1.70 | 0.58 | 3.91 | 2.85 |
Days In Trade | 252 | 65 | 187 | 252 | 252 |
Days In Trade (Avg. Per Trade) | 9.00 | 7.22 | 9.84 | 9.00 | 9.00 |
% Days In Trade | 34.52 | 8.90 | 25.62 | 34.52 | 34.52 |