Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
KLXE | KLX Energy Services Holdings Inc | Energy | Oil & Gas Equipment & Services | 125 | 7.45 | 160284 | |
AMD | Advanced Micro Devices Inc | Technology | Semiconductors | 240223 | 152.27 | 64625392 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | 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: | 1047.02 |
Total net P/L: | -8952.99 | Total ROI: | -89.53 % |
CAGR: | -89.59 % | Max. DD: | 91.15 % |
System Score: | -52.858 | Sharpe Ratio: | -0.951 |
Start Date: | 2020-06-01 | End Date: | 2021-05-31 |
Total days: | 364 | ||
Commissions: | 140.33 | Comm.% P/L | 1.59 % |
Total Transactions: | 64 | Log. Linearity: | 83.871 % |
Total | Long | Short | KLXE | AMD | |
---|---|---|---|---|---|
Total Profit/Loss | -8812.66 | -4420.27 | -4392.38 | -7455.72 | -1356.93 |
Total Profit | 3905.39 | 2665.18 | 1240.21 | 3682.90 | 1538.40 |
Total Loss | 12718.05 | 7085.46 | 5632.59 | 11138.62 | 2895.34 |
Profit Factor | 0.31 | 0.38 | 0.22 | 0.33 | 0.53 |
Trades | 16 | 7 | 9 | 16 | 16 |
Winning Trades | 7 | 3 | 4 | 7 | 6 |
Losing Trades | 9 | 4 | 5 | 9 | 10 |
% Profitable | 43.00 | 42.00 | 44.00 | 43.00 | 37.00 |
Profit/Loss Per Trade % | -12.96 | -15.37 | -11.04 | -11.53 | -1.63 |
Profit Per Trade % | 11.66 | 17.15 | 7.72 | 12.31 | 4.31 |
Loss Per Trade % | 26.63 | 32.73 | 21.96 | 24.32 | 4.75 |
Days In Trade | 237 | 103 | 134 | 237 | 237 |
Days In Trade (Avg. Per Trade) | 14.81 | 14.71 | 14.89 | 14.81 | 14.81 |
% Days In Trade | 65.11 | 28.30 | 36.81 | 65.11 | 65.11 |