Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BIDU | Baidu Inc | Communication Services | Internet Content & Information | 33329 | 95.05 | 2704293 | |
BABA | Alibaba Group Holding Ltd | Consumer Cyclical | Internet Retail | 168824 | 0.0145 | 69.07 | 17494358 |
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: | 4784.56 |
Total net P/L: | -5215.44 | Total ROI: | -52.15 % |
CAGR: | -13.52 % | Max. DD: | 71.26 % |
System Score: | -3.051 | Sharpe Ratio: | -0.805 |
Start Date: | 2016-01-04 | End Date: | 2021-01-29 |
Total days: | 1852 | ||
Commissions: | 304.00 | Comm.% P/L | 6.19 % |
Total Transactions: | 304 | Log. Linearity: | 60.875 % |
Total | Long | Short | BIDU | BABA | |
---|---|---|---|---|---|
Total Profit/Loss | -4911.44 | -7659.63 | 2748.19 | -9308.76 | 4397.32 |
Total Profit | 18673.59 | 7997.59 | 10676.00 | 16545.90 | 21702.11 |
Total Loss | 23585.03 | 15657.22 | 7927.81 | 25854.66 | 17304.79 |
Profit Factor | 0.79 | 0.51 | 1.35 | 0.64 | 1.25 |
Trades | 76 | 46 | 30 | 76 | 76 |
Winning Trades | 45 | 23 | 22 | 38 | 41 |
Losing Trades | 31 | 23 | 8 | 38 | 35 |
% Profitable | 59.00 | 50.00 | 73.00 | 50.00 | 53.00 |
Profit/Loss Per Trade % | -0.93 | -1.49 | -0.05 | -1.52 | 0.41 |
Profit Per Trade % | 3.97 | 3.32 | 4.64 | 4.12 | 4.89 |
Loss Per Trade % | 6.77 | 5.82 | 9.53 | 6.15 | 4.41 |
Days In Trade | 999 | 647 | 352 | 999 | 999 |
Days In Trade (Avg. Per Trade) | 13.14 | 14.07 | 11.73 | 13.14 | 13.14 |
% Days In Trade | 53.94 | 34.94 | 19.01 | 53.94 | 53.94 |