Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
VZ | Verizon Communications Inc | Communication Services | Telecom Services | 176108 | 0.064 | 41.96 | 22315712 |
CPK | Chesapeake Utilities Corporation | Utilities | Utilities - Regulated Gas | 2389 | 0.022 | 107.3 | 144328 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Regression Per: | 15 | ||||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 8270.74 |
Total net P/L: | -1729.26 | Total ROI: | -17.29 % |
CAGR: | -14.16 % | Max. DD: | 36.15 % |
System Score: | -4.838 | Sharpe Ratio: | -0.484 |
Start Date: | 2020-01-02 | End Date: | 2021-03-31 |
Total days: | 454 | ||
Commissions: | 80.01 | Comm.% P/L | 4.85 % |
Total Transactions: | 80 | Log. Linearity: | 69.913 % |
Total | Long | Short | VZ | CPK | |
---|---|---|---|---|---|
Total Profit/Loss | -1649.25 | -1808.54 | 159.29 | -560.12 | -1089.13 |
Total Profit | 2999.87 | 1313.76 | 1686.11 | 1560.65 | 3370.78 |
Total Loss | 4649.12 | 3122.30 | 1526.82 | 2120.77 | 4459.91 |
Profit Factor | 0.65 | 0.42 | 1.10 | 0.74 | 0.76 |
Trades | 20 | 10 | 10 | 20 | 20 |
Winning Trades | 10 | 5 | 5 | 10 | 8 |
Losing Trades | 10 | 5 | 5 | 10 | 12 |
% Profitable | 50.00 | 50.00 | 50.00 | 50.00 | 40.00 |
Profit/Loss Per Trade % | -0.90 | -2.04 | 0.25 | -0.19 | -0.77 |
Profit Per Trade % | 3.32 | 2.83 | 3.82 | 1.80 | 4.35 |
Loss Per Trade % | 4.83 | 6.53 | 3.15 | 2.11 | 3.91 |
Days In Trade | 214 | 127 | 87 | 214 | 214 |
Days In Trade (Avg. Per Trade) | 10.70 | 12.70 | 8.70 | 10.70 | 10.70 |
% Days In Trade | 47.14 | 27.97 | 19.16 | 47.14 | 47.14 |