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 | 157.95 | 22187873 | |
GOOGL | Alphabet Inc Class A | Communication Services | Internet Content & Information | 1989634 | 156 | 29427793 |
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: | 10316.04 |
Total net P/L: | 316.04 | Total ROI: | 3.16 % |
CAGR: | 1.57 % | Max. DD: | 2.15 % |
System Score: | 0.432 | Sharpe Ratio: | 1.141 |
Start Date: | 2015-01-02 | End Date: | 2016-12-30 |
Total days: | 728 | ||
Commissions: | 72.00 | Comm.% P/L | 18.55 % |
Total Transactions: | 72 | Log. Linearity: | 65.036 % |
Total | Long | Short | GOOG | GOOGL | |
---|---|---|---|---|---|
Total Profit/Loss | 388.04 | -95.97 | 484.01 | -53.82 | 441.86 |
Total Profit | 688.62 | 195.51 | 493.11 | 1975.88 | 2340.12 |
Total Loss | 300.58 | 291.48 | 9.10 | 2029.70 | 1898.26 |
Profit Factor | 2.29 | 0.67 | 54.20 | 0.97 | 1.23 |
Trades | 18 | 10 | 8 | 18 | 18 |
Winning Trades | 13 | 6 | 7 | 9 | 12 |
Losing Trades | 5 | 4 | 1 | 9 | 6 |
% Profitable | 72.00 | 60.00 | 87.00 | 50.00 | 66.00 |
Profit/Loss Per Trade % | 0.21 | -0.09 | 0.60 | -0.09 | 0.21 |
Profit Per Trade % | 0.52 | 0.32 | 0.70 | 2.12 | 1.93 |
Loss Per Trade % | 0.59 | 0.72 | 0.09 | 2.24 | 3.06 |
Days In Trade | 228 | 157 | 71 | 228 | 228 |
Days In Trade (Avg. Per Trade) | 12.67 | 15.70 | 8.88 | 12.67 | 12.67 |
% Days In Trade | 31.32 | 21.57 | 9.75 | 31.32 | 31.32 |