Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3028425 | 0.0074 | 407.57 | 24074598 |
GOOGL | Alphabet Inc Class A | Communication Services | Internet Content & Information | 1977063 | 158.26 | 29320319 |
Entry Threshold: | 3.00 | Exit Threshold: | 0.50 | ||
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: | 11133.08 |
Total net P/L: | 1133.08 | Total ROI: | 11.33 % |
CAGR: | 2.17 % | Max. DD: | 8.29 % |
System Score: | 0.065 | Sharpe Ratio: | 0.774 |
Start Date: | 2017-01-02 | End Date: | 2021-12-31 |
Total days: | 1824 | ||
Commissions: | 52.00 | Comm.% P/L | 4.39 % |
Total Transactions: | 52 | Log. Linearity: | 31.097 % |
Total | Long | Short | MSFT | GOOGL | |
---|---|---|---|---|---|
Total Profit/Loss | 1185.08 | 338.55 | 846.53 | 2515.72 | -1330.64 |
Total Profit | 2854.03 | 338.55 | 2515.48 | 4294.85 | 3138.12 |
Total Loss | 1668.95 | 0.00 | 1668.95 | 1779.13 | 4468.76 |
Profit Factor | 1.71 | 0.00 | 1.51 | 2.41 | 0.70 |
Trades | 13 | 2 | 11 | 13 | 13 |
Winning Trades | 6 | 2 | 4 | 8 | 4 |
Losing Trades | 7 | 0 | 7 | 5 | 9 |
% Profitable | 46.00 | 100.00 | 36.00 | 61.00 | 30.00 |
Profit/Loss Per Trade % | 0.87 | 1.74 | 0.71 | 1.97 | -1.35 |
Profit Per Trade % | 4.80 | 1.74 | 6.37 | 5.47 | 7.58 |
Loss Per Trade % | 2.33 | 0.00 | 2.33 | 3.31 | 4.99 |
Days In Trade | 235 | 27 | 208 | 235 | 235 |
Days In Trade (Avg. Per Trade) | 18.08 | 13.50 | 18.91 | 18.08 | 18.08 |
% Days In Trade | 12.88 | 1.48 | 11.40 | 12.88 | 12.88 |