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 | 1952768 | 157.95 | 22190101 | |
GOOGL | Alphabet Inc Class A | Communication Services | Internet Content & Information | 1952265 | 156.28 | 29323109 |
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: | 10209.76 |
Total net P/L: | 209.76 | Total ROI: | 2.10 % |
CAGR: | 2.13 % | Max. DD: | 1.23 % |
System Score: | 1.562 | Sharpe Ratio: | 0.976 |
Start Date: | 2021-01-04 | End Date: | 2021-12-30 |
Total days: | 360 | ||
Commissions: | 40.00 | Comm.% P/L | 16.02 % |
Total Transactions: | 40 | Log. Linearity: | 90.222 % |
Total | Long | Short | GOOG | GOOGL | |
---|---|---|---|---|---|
Total Profit/Loss | 249.76 | 62.43 | 187.33 | -355.55 | 605.31 |
Total Profit | 277.33 | 90.00 | 187.33 | 669.50 | 1191.14 |
Total Loss | 27.57 | 27.57 | 0.00 | 1025.05 | 585.83 |
Profit Factor | 10.06 | 3.26 | 0.00 | 0.65 | 2.03 |
Trades | 10 | 4 | 6 | 10 | 10 |
Winning Trades | 8 | 2 | 6 | 3 | 8 |
Losing Trades | 2 | 2 | 0 | 7 | 2 |
% Profitable | 80.00 | 50.00 | 100.00 | 30.00 | 80.00 |
Profit/Loss Per Trade % | 0.25 | 0.15 | 0.31 | -0.38 | 0.58 |
Profit Per Trade % | 0.34 | 0.44 | 0.31 | 2.20 | 1.47 |
Loss Per Trade % | 0.13 | 0.13 | 0.00 | 1.45 | 2.90 |
Days In Trade | 126 | 63 | 63 | 126 | 126 |
Days In Trade (Avg. Per Trade) | 12.60 | 15.75 | 10.50 | 12.60 | 12.60 |
% Days In Trade | 35.00 | 17.50 | 17.50 | 35.00 | 35.00 |