Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ARKK | ARK Innovation ETF | 43.61 | 15635095 | ||||
TSLA | Tesla Inc | Consumer Cyclical | Auto Manufacturers | 517065 | 170.18 | 112223618 |
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: | 10974.02 |
Total net P/L: | 974.02 | Total ROI: | 9.74 % |
CAGR: | 9.77 % | Max. DD: | 16.07 % |
System Score: | 1.692 | Sharpe Ratio: | 0.459 |
Start Date: | 2020-10-01 | End Date: | 2021-09-30 |
Total days: | 364 | ||
Commissions: | 68.00 | Comm.% P/L | 6.53 % |
Total Transactions: | 68 | Log. Linearity: | 55.740 % |
Total | Long | Short | ARKK | TSLA | |
---|---|---|---|---|---|
Total Profit/Loss | 1042.02 | 213.56 | 828.46 | 3250.63 | -2208.61 |
Total Profit | 4700.69 | 3364.21 | 1336.48 | 7740.97 | 5303.54 |
Total Loss | 3658.67 | 3150.65 | 508.02 | 4490.34 | 7512.15 |
Profit Factor | 1.28 | 1.07 | 2.63 | 1.72 | 0.71 |
Trades | 17 | 13 | 4 | 17 | 17 |
Winning Trades | 9 | 7 | 2 | 10 | 12 |
Losing Trades | 8 | 6 | 2 | 7 | 5 |
% Profitable | 52.00 | 53.00 | 50.00 | 58.00 | 70.00 |
Profit/Loss Per Trade % | 0.58 | 0.18 | 1.92 | 1.47 | -1.49 |
Profit Per Trade % | 4.62 | 4.23 | 6.01 | 6.46 | 3.73 |
Loss Per Trade % | 3.64 | 4.18 | 2.02 | 5.11 | 12.35 |
Days In Trade | 179 | 132 | 47 | 179 | 179 |
Days In Trade (Avg. Per Trade) | 10.53 | 10.15 | 11.75 | 10.53 | 10.53 |
% Days In Trade | 49.18 | 36.26 | 12.91 | 49.18 | 49.18 |