Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CYRN | Cyren Ltd | Technology | Software & IT Services | 2 | 0 | 0.028 | 415760 |
MBRX | Moleculin Biotech Inc | Healthcare | Biotechnology | 10 | 4.3082 | 18860 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | 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: | 249120.64 |
Total net P/L: | 239120.64 | Total ROI: | 2391.21 % |
CAGR: | 400.22 % | Max. DD: | 33.91 % |
System Score: | 296.079 | Sharpe Ratio: | 2.985 |
Start Date: | 2020-01-02 | End Date: | 2021-12-31 |
Total days: | 729 | ||
Commissions: | 46695.70 | Comm.% P/L | 16.34 % |
Total Transactions: | 132 | Log. Linearity: | 90.442 % |
Total | Long | Short | CYRN | MBRX | |
---|---|---|---|---|---|
Total Profit/Loss | 285816.34 | 117337.69 | 168478.65 | 163908.50 | 121907.84 |
Total Profit | 315896.07 | 147417.42 | 168478.65 | 245792.65 | 193503.77 |
Total Loss | 30079.73 | 30079.73 | 0.00 | 81884.15 | 71595.93 |
Profit Factor | 10.50 | 4.90 | 0.00 | 3.00 | 2.70 |
Trades | 33 | 15 | 18 | 33 | 33 |
Winning Trades | 31 | 13 | 18 | 25 | 21 |
Losing Trades | 2 | 2 | 0 | 8 | 12 |
% Profitable | 93.00 | 86.00 | 100.00 | 75.00 | 63.00 |
Profit/Loss Per Trade % | 11.47 | 13.11 | 10.12 | 7.48 | 3.16 |
Profit Per Trade % | 12.74 | 16.47 | 10.12 | 12.49 | 9.22 |
Loss Per Trade % | 6.45 | 6.45 | 0.00 | 6.46 | 6.52 |
Days In Trade | 299 | 157 | 142 | 299 | 299 |
Days In Trade (Avg. Per Trade) | 9.06 | 10.47 | 7.89 | 9.06 | 9.06 |
% Days In Trade | 41.02 | 21.54 | 19.48 | 41.02 | 41.02 |