| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3611924 | 0.007 | 485.92 | 22331564 |
| QQQ | Invesco QQQ Trust | 0.0029 | 617.05 | 52251891 |
| 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: | 10.0 | Margin Req. 2: | 10.0 | High Leverage | |
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.02 / 0.02 | |
| Initial Capital: | 10000.00 | Final Equity: | 12218.72 |
| Total net P/L: | 2218.72 | Total ROI: | 22.19 % |
| CAGR: | 21.60 % | Max. DD: | 26.39 % |
| System Score: | 12.949 | Sharpe Ratio: | 0.655 |
| Start Date: | 2021-01-04 | End Date: | 2022-01-13 |
| Total days: | 374 | ||
| Commissions: | 65.17 | Comm.% P/L | 2.85 % |
| Total Transactions: | 64 | Log. Linearity: | 84.320 % |
| Total | Long |
Short |
MSFT | QQQ | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2283.89 | 30.54 | 2253.35 | -9203.58 | 11487.47 |
| Total Profit | 6774.91 | 2172.12 | 4602.79 | 10301.36 | 17734.04 |
| Total Loss | 4491.02 | 2141.58 | 2349.44 | 19504.94 | 6246.57 |
| Profit Factor | 1.51 | 1.01 | 1.96 | 0.53 | 2.84 |
| Trades | 16 | 5 | 11 | 16 | 16 |
| Winning Trades | 11 | 4 | 7 | 7 | 11 |
| Losing Trades | 5 | 1 | 4 | 9 | 5 |
| % Profitable | 68.00 | 80.00 | 63.00 | 43.00 | 68.00 |
| Profit/Loss Per Trade % | 1.30 | 0.61 | 1.61 | -6.07 | 4.60 |
| Profit Per Trade % | 5.55 | 4.91 | 5.92 | 12.88 | 12.95 |
| Loss Per Trade % | 7.09 | 14.91 | 5.22 | 16.72 | 10.94 |
| Days In Trade | 188 | 40 | 148 | 188 | 188 |
| Days In Trade (Avg. Per Trade) | 11.75 | 8.00 | 13.45 | 11.75 | 11.75 |
| % Days In Trade | 50.27 | 10.70 | 39.57 | 50.27 | 50.27 |