Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3003904 | 0.0074 | 404.27 | 24082088 |
QQQ | Invesco QQQ Trust | 0.0042 | 423.41 | 48088751 |
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 |