| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| AAPL | Apple Inc | Technology | Consumer Electronics | 4061370 | 0.0037 | 273.67 | 55546442 |
| MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3611924 | 0.007 | 485.92 | 22331564 |
| 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 |