Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
TSLA | Tesla Inc | Consumer Cyclical | Auto Manufacturers | 500362 | 155.45 | 112094082 | |
STLA | Stellantis NV | Consumer Cyclical | Auto Manufacturers | 79893 | 0.0645 | 25.79 | 5887310 |
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: | 1888.92 |
Total net P/L: | -8111.08 | Total ROI: | -81.11 % |
CAGR: | -73.81 % | Max. DD: | 83.89 % |
System Score: | -53.281 | Sharpe Ratio: | -1.534 |
Start Date: | 2020-01-02 | End Date: | 2021-03-31 |
Total days: | 454 | ||
Commissions: | 122.88 | Comm.% P/L | 1.54 % |
Total Transactions: | 72 | Log. Linearity: | 89.704 % |
Total | Long | Short | TSLA | STLA | |
---|---|---|---|---|---|
Total Profit/Loss | -7988.20 | -131.03 | -7857.16 | -7650.43 | -337.77 |
Total Profit | 1905.46 | 304.28 | 1601.17 | 2473.66 | 1409.73 |
Total Loss | 9893.66 | 435.32 | 9458.34 | 10124.09 | 1747.49 |
Profit Factor | 0.19 | 0.70 | 0.17 | 0.24 | 0.81 |
Trades | 18 | 7 | 11 | 18 | 18 |
Winning Trades | 8 | 4 | 4 | 11 | 6 |
Losing Trades | 10 | 3 | 7 | 7 | 12 |
% Profitable | 44.00 | 57.00 | 36.00 | 61.00 | 33.00 |
Profit/Loss Per Trade % | -8.69 | -1.17 | -13.18 | -7.42 | -1.43 |
Profit Per Trade % | 5.23 | 3.07 | 7.43 | 6.07 | 4.39 |
Loss Per Trade % | 15.52 | 6.04 | 19.84 | 23.13 | 4.19 |
Days In Trade | 179 | 46 | 133 | 179 | 179 |
Days In Trade (Avg. Per Trade) | 9.94 | 6.57 | 12.09 | 9.94 | 9.94 |
% Days In Trade | 39.43 | 10.13 | 29.30 | 39.43 | 39.43 |