Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ACOR | Acorda Therapeutics Inc | Healthcare | Drug Manufacturers - Specialty & Generic | 1 | 0.661 | 35733 | |
ACER | Acer Therapeutics Inc | Healthcare | Biotechnology | 16 | 0.035 | 0.6601 | 918955 |
Entry Threshold: | 3.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
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: | 27290.53 |
Total net P/L: | 17290.53 | Total ROI: | 172.91 % |
CAGR: | 173.66 % | Max. DD: | 29.14 % |
System Score: | 118.420 | Sharpe Ratio: | 1.775 |
Start Date: | 2020-09-01 | End Date: | 2021-08-31 |
Total days: | 364 | ||
Commissions: | 678.97 | Comm.% P/L | 3.78 % |
Total Transactions: | 28 | Log. Linearity: | 88.019 % |
Total | Long | Short | ACOR | ACER | |
---|---|---|---|---|---|
Total Profit/Loss | 17969.50 | 2198.90 | 15770.60 | 6721.69 | 11247.81 |
Total Profit | 18825.22 | 2198.90 | 16626.32 | 13972.44 | 16139.58 |
Total Loss | 855.72 | 0.00 | 855.72 | 7250.75 | 4891.77 |
Profit Factor | 22.00 | 0.00 | 19.43 | 1.93 | 3.30 |
Trades | 7 | 1 | 6 | 7 | 7 |
Winning Trades | 6 | 1 | 5 | 5 | 4 |
Losing Trades | 1 | 0 | 1 | 2 | 3 |
% Profitable | 85.00 | 100.00 | 83.00 | 71.00 | 57.00 |
Profit/Loss Per Trade % | 16.00 | 9.63 | 17.10 | 3.71 | 9.49 |
Profit Per Trade % | 19.60 | 9.63 | 21.71 | 15.03 | 24.41 |
Loss Per Trade % | 3.43 | 0.00 | 3.43 | 19.92 | 7.47 |
Days In Trade | 81 | 21 | 60 | 81 | 81 |
Days In Trade (Avg. Per Trade) | 11.57 | 21.00 | 10.00 | 11.57 | 11.57 |
% Days In Trade | 22.25 | 5.77 | 16.48 | 22.25 | 22.25 |