Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AAPL | Apple Inc | Technology | Consumer Electronics | 2579415 | 0.0057 | 167.04 | 57711165 |
MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3003904 | 0.0074 | 404.27 | 24082088 |
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: | 10034.26 |
Total net P/L: | 34.27 | Total ROI: | 0.34 % |
CAGR: | 0.06 % | Max. DD: | 37.47 % |
System Score: | 0.001 | Sharpe Ratio: | 0.203 |
Start Date: | 2016-01-04 | End Date: | 2021-05-31 |
Total days: | 1974 | ||
Commissions: | 378.25 | Comm.% P/L | 91.69 % |
Total Transactions: | 316 | Log. Linearity: | 27.467 % |
Total | Long | Short | AAPL | MSFT | |
---|---|---|---|---|---|
Total Profit/Loss | 412.52 | -1256.28 | 1668.79 | -6570.73 | 6983.25 |
Total Profit | 14624.73 | 6696.60 | 7928.13 | 14930.35 | 16246.20 |
Total Loss | 14212.21 | 7952.87 | 6259.34 | 21501.09 | 9262.95 |
Profit Factor | 1.03 | 0.84 | 1.27 | 0.69 | 1.75 |
Trades | 79 | 37 | 42 | 79 | 79 |
Winning Trades | 52 | 24 | 28 | 34 | 55 |
Losing Trades | 27 | 13 | 14 | 44 | 24 |
% Profitable | 65.00 | 64.00 | 66.00 | 43.00 | 69.00 |
Profit/Loss Per Trade % | 0.05 | -0.30 | 0.35 | -0.81 | 0.71 |
Profit Per Trade % | 2.53 | 2.47 | 2.59 | 3.92 | 2.67 |
Loss Per Trade % | 4.46 | 5.10 | 3.87 | 4.18 | 3.47 |
Days In Trade | 968 | 453 | 515 | 968 | 968 |
Days In Trade (Avg. Per Trade) | 12.25 | 12.24 | 12.26 | 12.25 | 12.25 |
% Days In Trade | 49.04 | 22.95 | 26.09 | 49.04 | 49.04 |