Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AAPL | Apple Inc | Technology | Consumer Electronics | 2609990 | 0.0057 | 169.02 | 57789319 |
MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3039496 | 0.0073 | 409.06 | 23989320 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 10095.12 |
Total net P/L: | 95.13 | Total ROI: | 0.95 % |
CAGR: | 0.18 % | Max. DD: | 37.47 % |
System Score: | 0.003 | Sharpe Ratio: | 0.218 |
Start Date: | 2016-01-04 | End Date: | 2021-04-30 |
Total days: | 1943 | ||
Commissions: | 374.25 | Comm.% P/L | 79.73 % |
Total Transactions: | 312 | Log. Linearity: | 25.946 % |
Total | Long | Short | AAPL | MSFT | |
---|---|---|---|---|---|
Total Profit/Loss | 469.38 | -1099.88 | 1569.25 | -6641.48 | 7110.86 |
Total Profit | 14525.19 | 6696.60 | 7828.59 | 14659.60 | 16202.60 |
Total Loss | 14055.81 | 7796.47 | 6259.34 | 21301.09 | 9091.74 |
Profit Factor | 1.03 | 0.86 | 1.25 | 0.69 | 1.78 |
Trades | 78 | 36 | 42 | 78 | 78 |
Winning Trades | 52 | 24 | 28 | 34 | 54 |
Losing Trades | 26 | 12 | 14 | 43 | 24 |
% Profitable | 66.00 | 66.00 | 66.00 | 43.00 | 69.00 |
Profit/Loss Per Trade % | 0.05 | -0.26 | 0.33 | -0.83 | 0.74 |
Profit Per Trade % | 2.51 | 2.47 | 2.55 | 3.84 | 2.72 |
Loss Per Trade % | 4.57 | 5.40 | 3.87 | 4.23 | 3.40 |
Days In Trade | 957 | 446 | 511 | 957 | 957 |
Days In Trade (Avg. Per Trade) | 12.27 | 12.39 | 12.17 | 12.27 | 12.27 |
% Days In Trade | 49.25 | 22.95 | 26.30 | 49.25 | 49.25 |