Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3039496 | 0.0073 | 399.04 | 24057234 |
GOOGL | Alphabet Inc Class A | Communication Services | Internet Content & Information | 1989634 | 156 | 29427793 |
Entry Threshold: | 3.00 | Exit Threshold: | 1.50 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Regression Per: | 90 | ||||
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: | 11601.93 |
Total net P/L: | 1601.93 | Total ROI: | 16.02 % |
CAGR: | 3.02 % | Max. DD: | 7.67 % |
System Score: | 0.480 | Sharpe Ratio: | 1.151 |
Start Date: | 2017-01-02 | End Date: | 2021-12-31 |
Total days: | 1824 | ||
Commissions: | 52.00 | Comm.% P/L | 3.14 % |
Total Transactions: | 52 | Log. Linearity: | 54.164 % |
Total | Long | Short | MSFT | GOOGL | |
---|---|---|---|---|---|
Total Profit/Loss | 1653.93 | 418.88 | 1235.05 | 3205.58 | -1551.65 |
Total Profit | 2845.23 | 418.88 | 2426.35 | 5009.06 | 3346.66 |
Total Loss | 1191.30 | 0.00 | 1191.30 | 1803.48 | 4898.31 |
Profit Factor | 2.39 | 0.00 | 2.04 | 2.78 | 0.68 |
Trades | 13 | 2 | 11 | 13 | 13 |
Winning Trades | 9 | 2 | 7 | 7 | 6 |
Losing Trades | 4 | 0 | 4 | 6 | 7 |
% Profitable | 69.00 | 100.00 | 63.00 | 53.00 | 46.00 |
Profit/Loss Per Trade % | 1.19 | 2.08 | 1.03 | 2.39 | -1.62 |
Profit Per Trade % | 3.06 | 2.08 | 3.35 | 7.04 | 5.21 |
Loss Per Trade % | 2.86 | 0.00 | 2.86 | 2.70 | 6.92 |
Days In Trade | 172 | 13 | 159 | 172 | 172 |
Days In Trade (Avg. Per Trade) | 13.23 | 6.50 | 14.45 | 13.23 | 13.23 |
% Days In Trade | 9.43 | 0.71 | 8.72 | 9.43 | 9.43 |