Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GOOG | Alphabet Inc Class C | Communication Services | Internet Content & Information | 1989633 | 161.1 | 22098317 | |
GOOGL | Alphabet Inc Class A | Communication Services | Internet Content & Information | 1989634 | 159.13 | 29257638 |
Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
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: | 10229.57 |
Total net P/L: | 229.57 | Total ROI: | 2.30 % |
CAGR: | 2.31 % | Max. DD: | 2.15 % |
System Score: | 0.002 | Sharpe Ratio: | 1.034 |
Start Date: | 2015-01-02 | End Date: | 2015-12-30 |
Total days: | 362 | ||
Commissions: | 40.00 | Comm.% P/L | 14.84 % |
Total Transactions: | 40 | Log. Linearity: | 9.646 % |
Total | Long | Short | GOOG | GOOGL | |
---|---|---|---|---|---|
Total Profit/Loss | 269.57 | -29.93 | 299.50 | -1100.27 | 1369.84 |
Total Profit | 460.01 | 160.51 | 299.50 | 537.09 | 1820.38 |
Total Loss | 190.44 | 190.44 | 0.00 | 1637.36 | 450.54 |
Profit Factor | 2.42 | 0.84 | 0.00 | 0.33 | 4.04 |
Trades | 10 | 7 | 3 | 10 | 10 |
Winning Trades | 8 | 5 | 3 | 3 | 9 |
Losing Trades | 2 | 2 | 0 | 7 | 1 |
% Profitable | 80.00 | 71.00 | 100.00 | 30.00 | 90.00 |
Profit/Loss Per Trade % | 0.27 | -0.04 | 0.99 | -1.13 | 1.34 |
Profit Per Trade % | 0.57 | 0.32 | 0.99 | 1.76 | 2.01 |
Loss Per Trade % | 0.95 | 0.95 | 0.00 | 2.34 | 4.49 |
Days In Trade | 133 | 104 | 29 | 133 | 133 |
Days In Trade (Avg. Per Trade) | 13.30 | 14.86 | 9.67 | 13.30 | 13.30 |
% Days In Trade | 36.74 | 28.73 | 8.01 | 36.74 | 36.74 |