Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
IWM | iShares Russell 2000 ETF | 0.0098 | 209.64 | 35217716 | |||
AMC | AMC Entertainment Holdings Inc | Communication Services | Entertainment | 1072 | 4.34 | 15525771 |
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: | -3417.23 |
Total net P/L: | -13417.23 | Total ROI: | -134.17 % |
CAGR: | 0.00 % | Max. DD: | 540.88 % |
System Score: | 0.000 | Sharpe Ratio: | -1.061 |
Start Date: | 2021-01-04 | End Date: | 2021-06-30 |
Total days: | 177 | ||
Commissions: | 51.62 | Comm.% P/L | 0.39 % |
Total Transactions: | 20 | Log. Linearity: | 28.987 % |
Total | Long | Short | IWM | AMC | |
---|---|---|---|---|---|
Total Profit/Loss | -13365.61 | -13554.60 | 188.99 | 813.64 | -14179.25 |
Total Profit | 364.94 | 175.95 | 188.99 | 829.90 | 381.20 |
Total Loss | 13730.55 | 13730.55 | 0.00 | 16.26 | 14560.45 |
Profit Factor | 0.03 | 0.01 | 0.00 | 51.04 | 0.03 |
Trades | 5 | 4 | 1 | 5 | 5 |
Winning Trades | 2 | 1 | 1 | 3 | 2 |
Losing Trades | 3 | 3 | 0 | 2 | 3 |
% Profitable | 40.00 | 25.00 | 100.00 | 60.00 | 40.00 |
Profit/Loss Per Trade % | 0.00 | 0.00 | 13.60 | 2.52 | 0.00 |
Profit Per Trade % | 12.38 | 11.18 | 13.60 | 4.64 | 12.96 |
Loss Per Trade % | 116.06 | 116.06 | 0.00 | 0.58 | 120.88 |
Days In Trade | 69 | 66 | 3 | 69 | 69 |
Days In Trade (Avg. Per Trade) | 13.80 | 16.50 | 3.00 | 13.80 | 13.80 |
% Days In Trade | 38.98 | 37.29 | 1.69 | 38.98 | 38.98 |