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 | 1878243 | 151.94 | 22636679 | |
GOOGL | Alphabet Inc Class A | Communication Services | Internet Content & Information | 1881666 | 150.87 | 29632103 |
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: | 10347.22 |
Total net P/L: | 347.22 | Total ROI: | 3.47 % |
CAGR: | 1.73 % | Max. DD: | 1.29 % |
System Score: | 0.919 | Sharpe Ratio: | 1.723 |
Start Date: | 2017-01-02 | End Date: | 2018-12-28 |
Total days: | 725 | ||
Commissions: | 64.00 | Comm.% P/L | 15.56 % |
Total Transactions: | 64 | Log. Linearity: | 80.940 % |
Total | Long | Short | GOOG | GOOGL | |
---|---|---|---|---|---|
Total Profit/Loss | 411.22 | 301.67 | 109.55 | -333.52 | 744.74 |
Total Profit | 559.01 | 301.67 | 257.34 | 2529.01 | 3014.93 |
Total Loss | 147.79 | 0.00 | 147.79 | 2862.53 | 2270.19 |
Profit Factor | 3.78 | 0.00 | 1.74 | 0.88 | 1.33 |
Trades | 16 | 6 | 10 | 16 | 16 |
Winning Trades | 12 | 6 | 6 | 7 | 10 |
Losing Trades | 4 | 0 | 4 | 9 | 6 |
% Profitable | 75.00 | 100.00 | 60.00 | 43.00 | 62.00 |
Profit/Loss Per Trade % | 0.25 | 0.50 | 0.11 | -0.28 | 0.40 |
Profit Per Trade % | 0.46 | 0.50 | 0.42 | 3.55 | 2.98 |
Loss Per Trade % | 0.37 | 0.00 | 0.37 | 3.14 | 3.72 |
Days In Trade | 180 | 56 | 124 | 180 | 180 |
Days In Trade (Avg. Per Trade) | 11.25 | 9.33 | 12.40 | 11.25 | 11.25 |
% Days In Trade | 24.83 | 7.72 | 17.10 | 24.83 | 24.83 |