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 | 1947765 | 157.46 | 22174384 | |
GOOGL | Alphabet Inc Class A | Communication Services | Internet Content & Information | 1948003 | 156.01 | 29289618 |
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: | 10623.55 |
Total net P/L: | 623.55 | Total ROI: | 6.24 % |
CAGR: | 3.08 % | Max. DD: | 0.73 % |
System Score: | 2.844 | Sharpe Ratio: | 3.144 |
Start Date: | 2018-01-02 | End Date: | 2019-12-30 |
Total days: | 727 | ||
Commissions: | 80.00 | Comm.% P/L | 11.37 % |
Total Transactions: | 80 | Log. Linearity: | 97.338 % |
Total | Long | Short | GOOG | GOOGL | |
---|---|---|---|---|---|
Total Profit/Loss | 703.55 | 275.33 | 428.22 | -617.58 | 1321.14 |
Total Profit | 735.49 | 297.66 | 437.82 | 3235.38 | 4133.53 |
Total Loss | 31.93 | 22.33 | 9.60 | 3852.96 | 2812.39 |
Profit Factor | 23.03 | 13.33 | 45.60 | 0.84 | 1.47 |
Trades | 20 | 6 | 14 | 20 | 20 |
Winning Trades | 18 | 5 | 13 | 9 | 11 |
Losing Trades | 2 | 1 | 1 | 11 | 9 |
% Profitable | 90.00 | 83.00 | 92.00 | 45.00 | 55.00 |
Profit/Loss Per Trade % | 0.34 | 0.45 | 0.30 | -0.39 | 0.55 |
Profit Per Trade % | 0.40 | 0.58 | 0.33 | 3.44 | 3.61 |
Loss Per Trade % | 0.15 | 0.21 | 0.09 | 3.36 | 2.99 |
Days In Trade | 165 | 39 | 126 | 165 | 165 |
Days In Trade (Avg. Per Trade) | 8.25 | 6.50 | 9.00 | 8.25 | 8.25 |
% Days In Trade | 22.70 | 5.36 | 17.33 | 22.70 | 22.70 |