Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AAPL | Apple Inc | Technology | Consumer Electronics | 2647977 | 0.0056 | 171.48 | 57679060 |
TSLA | Tesla Inc | Consumer Cyclical | Auto Manufacturers | 572721 | 175.79 | 116358236 |
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: | 2019.34 |
Total net P/L: | -7980.66 | Total ROI: | -79.81 % |
CAGR: | -25.96 % | Max. DD: | 86.45 % |
System Score: | -15.242 | Sharpe Ratio: | -0.952 |
Start Date: | 2016-01-04 | End Date: | 2021-04-30 |
Total days: | 1943 | ||
Commissions: | 360.30 | Comm.% P/L | 4.73 % |
Total Transactions: | 316 | Log. Linearity: | 83.738 % |
Total | Long | Short | AAPL | TSLA | |
---|---|---|---|---|---|
Total Profit/Loss | -7620.36 | -8490.41 | 870.05 | -4413.86 | -3206.50 |
Total Profit | 15890.70 | 6730.71 | 9159.99 | 9063.41 | 16825.80 |
Total Loss | 23511.05 | 15221.12 | 8289.94 | 13477.27 | 20032.30 |
Profit Factor | 0.68 | 0.44 | 1.10 | 0.67 | 0.84 |
Trades | 79 | 37 | 42 | 79 | 79 |
Winning Trades | 48 | 20 | 28 | 41 | 45 |
Losing Trades | 31 | 17 | 14 | 38 | 34 |
% Profitable | 60.00 | 54.00 | 66.00 | 51.00 | 56.00 |
Profit/Loss Per Trade % | -1.91 | -4.73 | 0.64 | -0.40 | -1.73 |
Profit Per Trade % | 5.47 | 5.74 | 5.28 | 3.98 | 6.08 |
Loss Per Trade % | 11.34 | 14.49 | 7.63 | 4.78 | 10.12 |
Days In Trade | 983 | 498 | 485 | 983 | 983 |
Days In Trade (Avg. Per Trade) | 12.44 | 13.46 | 11.55 | 12.44 | 12.44 |
% Days In Trade | 50.59 | 25.63 | 24.96 | 50.59 | 50.59 |