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 | 12 | 5.09 | 18407 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | SMA | 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: | 10772.79 |
Total net P/L: | 772.79 | Total ROI: | 7.73 % |
CAGR: | 88.11 % | Max. DD: | 18.29 % |
System Score: | 0.213 | Sharpe Ratio: | 0.388 |
Start Date: | 2021-12-01 | End Date: | 2022-01-13 |
Total days: | 43 | ||
Commissions: | 303.07 | Comm.% P/L | 28.17 % |
Total Transactions: | 8 | Log. Linearity: | 13.425 % |
Total | Long | Short | CYRN | MBRX | |
---|---|---|---|---|---|
Total Profit/Loss | 1075.85 | -132.89 | 1208.75 | 970.88 | 104.97 |
Total Profit | 1208.75 | 0.00 | 1208.75 | 970.88 | 461.20 |
Total Loss | 132.89 | 132.89 | 0.00 | 0.00 | 356.23 |
Profit Factor | 9.10 | 0.00 | 0.00 | 0.00 | 1.29 |
Trades | 2 | 1 | 1 | 2 | 2 |
Winning Trades | 1 | 0 | 1 | 2 | 1 |
Losing Trades | 1 | 1 | 0 | 0 | 1 |
% Profitable | 50.00 | 0.00 | 100.00 | 100.00 | 50.00 |
Profit/Loss Per Trade % | 5.37 | -1.34 | 12.54 | 4.97 | 0.51 |
Profit Per Trade % | 12.54 | 0.00 | 12.54 | 4.97 | 4.79 |
Loss Per Trade % | 1.34 | 1.34 | 0.00 | 0.00 | 3.59 |
Days In Trade | 31 | 20 | 11 | 31 | 31 |
Days In Trade (Avg. Per Trade) | 15.50 | 20.00 | 11.00 | 15.50 | 15.50 |
% Days In Trade | 72.09 | 46.51 | 25.58 | 72.09 | 72.09 |