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 | 1977059 | 159.92 | 22165689 | |
GOOGL | Alphabet Inc Class A | Communication Services | Internet Content & Information | 1977063 | 158.26 | 29320319 |
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: | 10078.19 |
Total net P/L: | 78.19 | Total ROI: | 0.78 % |
CAGR: | 0.39 % | Max. DD: | 1.86 % |
System Score: | 0.023 | Sharpe Ratio: | 0.396 |
Start Date: | 2016-01-04 | End Date: | 2017-12-29 |
Total days: | 725 | ||
Commissions: | 64.00 | Comm.% P/L | 45.01 % |
Total Transactions: | 64 | Log. Linearity: | 38.692 % |
Total | Long | Short | GOOG | GOOGL | |
---|---|---|---|---|---|
Total Profit/Loss | 142.19 | -47.24 | 189.43 | 799.10 | -656.91 |
Total Profit | 394.39 | 117.80 | 276.59 | 2399.58 | 1740.50 |
Total Loss | 252.20 | 165.04 | 87.16 | 1600.48 | 2397.41 |
Profit Factor | 1.56 | 0.71 | 3.17 | 1.50 | 0.73 |
Trades | 16 | 6 | 10 | 16 | 16 |
Winning Trades | 10 | 4 | 6 | 10 | 8 |
Losing Trades | 6 | 2 | 4 | 6 | 8 |
% Profitable | 62.00 | 66.00 | 60.00 | 62.00 | 50.00 |
Profit/Loss Per Trade % | 0.09 | -0.08 | 0.19 | 0.44 | -0.47 |
Profit Per Trade % | 0.39 | 0.29 | 0.46 | 2.36 | 2.15 |
Loss Per Trade % | 0.42 | 0.82 | 0.22 | 2.64 | 2.94 |
Days In Trade | 204 | 84 | 120 | 204 | 204 |
Days In Trade (Avg. Per Trade) | 12.75 | 14.00 | 12.00 | 12.75 | 12.75 |
% Days In Trade | 28.14 | 11.59 | 16.55 | 28.14 | 28.14 |