Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
UPWK | Upwork Inc | Communication Services | Internet Content & Information | 1482 | 11.18 | 2152932 | |
DOX | Amdocs Ltd | Technology | Software - Infrastructure | 10105 | 0.0221 | 85.64 | 663466 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
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: | 5289.92 |
Total net P/L: | -4710.08 | Total ROI: | -47.10 % |
CAGR: | -31.81 % | Max. DD: | 71.12 % |
System Score: | -9.457 | Sharpe Ratio: | -0.273 |
Start Date: | 2020-01-02 | End Date: | 2021-08-31 |
Total days: | 607 | ||
Commissions: | 225.42 | Comm.% P/L | 5.03 % |
Total Transactions: | 84 | Log. Linearity: | 66.741 % |
Total | Long | Short | UPWK | DOX | |
---|---|---|---|---|---|
Total Profit/Loss | -4484.66 | 3842.17 | -8326.83 | -5128.98 | 644.32 |
Total Profit | 11221.90 | 5850.54 | 5371.36 | 11146.17 | 3658.44 |
Total Loss | 15706.56 | 2008.37 | 13698.19 | 16275.15 | 3014.12 |
Profit Factor | 0.71 | 2.91 | 0.39 | 0.68 | 1.21 |
Trades | 21 | 8 | 13 | 21 | 21 |
Winning Trades | 11 | 5 | 6 | 11 | 10 |
Losing Trades | 10 | 3 | 7 | 10 | 11 |
% Profitable | 52.00 | 62.00 | 46.00 | 52.00 | 47.00 |
Profit/Loss Per Trade % | -2.89 | 2.24 | -5.91 | -3.46 | 0.57 |
Profit Per Trade % | 9.98 | 9.59 | 10.30 | 9.68 | 4.12 |
Loss Per Trade % | 13.60 | 8.92 | 15.67 | 14.99 | 2.48 |
Days In Trade | 282 | 109 | 173 | 282 | 282 |
Days In Trade (Avg. Per Trade) | 13.43 | 13.62 | 13.31 | 13.43 | 13.43 |
% Days In Trade | 46.46 | 17.96 | 28.50 | 46.46 | 46.46 |