Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3133045 | 0.0071 | 421.43 | 24667295 |
GOOGL | Alphabet Inc Class A | Communication Services | Internet Content & Information | 1881666 | 150.87 | 29632103 |
Entry Threshold: | 3.00 | Exit Threshold: | 1.50 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Regression Per: | 15 | ||||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 9925.78 |
Total net P/L: | -74.22 | Total ROI: | -0.74 % |
CAGR: | -0.15 % | Max. DD: | 13.19 % |
System Score: | -0.000 | Sharpe Ratio: | 0.012 |
Start Date: | 2017-01-02 | End Date: | 2021-12-31 |
Total days: | 1824 | ||
Commissions: | 144.00 | Comm.% P/L | 206.36 % |
Total Transactions: | 144 | Log. Linearity: | 0.550 % |
Total | Long | Short | MSFT | GOOGL | |
---|---|---|---|---|---|
Total Profit/Loss | 69.78 | -74.55 | 144.33 | -617.11 | 686.89 |
Total Profit | 2608.76 | 627.82 | 1980.94 | 3141.25 | 4342.16 |
Total Loss | 2538.98 | 702.37 | 1836.61 | 3758.36 | 3655.27 |
Profit Factor | 1.03 | 0.89 | 1.08 | 0.84 | 1.19 |
Trades | 36 | 12 | 24 | 36 | 36 |
Winning Trades | 21 | 5 | 16 | 19 | 15 |
Losing Trades | 15 | 7 | 8 | 17 | 21 |
% Profitable | 58.00 | 41.00 | 66.00 | 52.00 | 41.00 |
Profit/Loss Per Trade % | 0.02 | -0.05 | 0.05 | -0.19 | 0.15 |
Profit Per Trade % | 1.23 | 1.26 | 1.22 | 1.66 | 2.87 |
Loss Per Trade % | 1.61 | 0.97 | 2.18 | 2.13 | 1.73 |
Days In Trade | 140 | 38 | 102 | 140 | 140 |
Days In Trade (Avg. Per Trade) | 3.89 | 3.17 | 4.25 | 3.89 | 3.89 |
% Days In Trade | 7.68 | 2.08 | 5.59 | 7.68 | 7.68 |