Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MCHP | Microchip Technology Inc | Technology | Semiconductors | 47622 | 0.0195 | 89.19 | 5066230 |
AVGO | Broadcom Inc | Technology | Semiconductors | 611127 | 0.0158 | 1318.73 | 2897885 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | 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: | 10144.89 |
Total net P/L: | 144.89 | Total ROI: | 1.45 % |
CAGR: | 1.45 % | Max. DD: | 13.14 % |
System Score: | 0.001 | Sharpe Ratio: | 0.171 |
Start Date: | 2020-10-01 | End Date: | 2021-09-30 |
Total days: | 364 | ||
Commissions: | 52.00 | Comm.% P/L | 26.41 % |
Total Transactions: | 52 | Log. Linearity: | 8.845 % |
Total | Long | Short | MCHP | AVGO | |
---|---|---|---|---|---|
Total Profit/Loss | 196.89 | 27.72 | 169.17 | -1080.88 | 1277.77 |
Total Profit | 2178.93 | 785.61 | 1393.33 | 2711.98 | 2598.07 |
Total Loss | 1982.05 | 757.89 | 1224.15 | 3792.86 | 1320.30 |
Profit Factor | 1.10 | 1.04 | 1.14 | 0.72 | 1.97 |
Trades | 13 | 5 | 8 | 13 | 13 |
Winning Trades | 11 | 4 | 7 | 6 | 7 |
Losing Trades | 2 | 1 | 1 | 7 | 6 |
% Profitable | 84.00 | 80.00 | 87.00 | 46.00 | 53.00 |
Profit/Loss Per Trade % | 0.15 | 0.10 | 0.18 | -1.04 | 0.90 |
Profit Per Trade % | 2.06 | 2.06 | 2.06 | 4.64 | 3.71 |
Loss Per Trade % | 9.66 | 7.36 | 12.01 | 5.12 | 2.23 |
Days In Trade | 144 | 68 | 76 | 144 | 144 |
Days In Trade (Avg. Per Trade) | 11.08 | 13.60 | 9.50 | 11.08 | 11.08 |
% Days In Trade | 39.56 | 18.68 | 20.88 | 39.56 | 39.56 |