Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
VZ | Verizon Communications Inc | Communication Services | Telecom Services | 167097 | 0.067 | 39.49 | 22402160 |
AMZN | Amazon.com Inc | Consumer Cyclical | Internet Retail | 1837013 | 176.59 | 48715656 |
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: | 8106.00 |
Total net P/L: | -1894.00 | Total ROI: | -18.94 % |
CAGR: | -15.53 % | Max. DD: | 22.86 % |
System Score: | -10.731 | Sharpe Ratio: | -1.023 |
Start Date: | 2020-01-02 | End Date: | 2021-03-31 |
Total days: | 454 | ||
Commissions: | 60.00 | Comm.% P/L | 3.27 % |
Total Transactions: | 60 | Log. Linearity: | 88.401 % |
Total | Long | Short | VZ | AMZN | |
---|---|---|---|---|---|
Total Profit/Loss | -1834.00 | -891.54 | -942.46 | 874.09 | -2708.09 |
Total Profit | 1383.38 | 895.60 | 487.78 | 1624.51 | 1288.87 |
Total Loss | 3217.38 | 1787.14 | 1430.24 | 750.42 | 3996.96 |
Profit Factor | 0.43 | 0.50 | 0.34 | 2.16 | 0.32 |
Trades | 15 | 8 | 7 | 15 | 15 |
Winning Trades | 6 | 4 | 2 | 9 | 4 |
Losing Trades | 9 | 4 | 5 | 6 | 11 |
% Profitable | 40.00 | 50.00 | 28.00 | 60.00 | 26.00 |
Profit/Loss Per Trade % | -1.35 | -1.20 | -1.51 | 0.59 | -1.97 |
Profit Per Trade % | 2.63 | 2.53 | 2.82 | 1.93 | 3.72 |
Loss Per Trade % | 3.86 | 4.75 | 3.15 | 1.37 | 3.91 |
Days In Trade | 165 | 104 | 61 | 165 | 165 |
Days In Trade (Avg. Per Trade) | 11.00 | 13.00 | 8.71 | 11.00 | 11.00 |
% Days In Trade | 36.34 | 22.91 | 13.44 | 36.34 | 36.34 |