Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3080512 | 0.0072 | 414.58 | 24096578 |
XLK | Technology Select Sector SPDR® Fund | 0.0054 | 201.76 | 6668077 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 21 | MA Type: | SMA | StdDev Period: | 21 |
RSI Period: | 21 | RSI Threshold: | 2 | ||
Margin Req. 1: | 10.0 | Margin Req. 2: | 10.0 | High Leverage | |
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 5000.00 | Final Equity: | 7196.80 |
Total net P/L: | 2196.80 | Total ROI: | 43.94 % |
CAGR: | 44.52 % | Max. DD: | 20.80 % |
System Score: | 24.840 | Sharpe Ratio: | 1.070 |
Start Date: | 2020-09-21 | End Date: | 2021-09-17 |
Total days: | 361 | ||
Commissions: | 50.71 | Comm.% P/L | 2.26 % |
Total Transactions: | 48 | Log. Linearity: | 82.327 % |
Total | Long | Short | MSFT | XLK | |
---|---|---|---|---|---|
Total Profit/Loss | 2247.51 | 466.37 | 1781.14 | -2522.80 | 4770.31 |
Total Profit | 3320.78 | 1293.88 | 2026.90 | 4411.82 | 8136.29 |
Total Loss | 1073.27 | 827.51 | 245.76 | 6934.62 | 3365.98 |
Profit Factor | 3.09 | 1.56 | 8.25 | 0.64 | 2.42 |
Trades | 12 | 4 | 8 | 12 | 12 |
Winning Trades | 7 | 3 | 4 | 6 | 8 |
Losing Trades | 5 | 1 | 4 | 6 | 4 |
% Profitable | 58.00 | 75.00 | 50.00 | 50.00 | 66.00 |
Profit/Loss Per Trade % | 3.16 | 1.83 | 3.83 | -3.90 | 4.22 |
Profit Per Trade % | 8.74 | 8.41 | 8.98 | 13.39 | 16.25 |
Loss Per Trade % | 3.82 | 15.62 | 1.07 | 18.21 | 15.43 |
Days In Trade | 170 | 55 | 115 | 170 | 170 |
Days In Trade (Avg. Per Trade) | 14.17 | 13.75 | 14.38 | 14.17 | 14.17 |
% Days In Trade | 47.09 | 15.24 | 31.86 | 47.09 | 47.09 |