Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3003904 | 0.0074 | 404.27 | 24082088 |
GOOGL | Alphabet Inc Class A | Communication Services | Internet Content & Information | 1948003 | 156.01 | 29289618 |
Entry Threshold: | 2.60 | 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: | 10597.24 |
Total net P/L: | 597.24 | Total ROI: | 5.97 % |
CAGR: | 1.17 % | Max. DD: | 14.04 % |
System Score: | 0.001 | Sharpe Ratio: | 0.419 |
Start Date: | 2017-01-02 | End Date: | 2021-12-31 |
Total days: | 1824 | ||
Commissions: | 76.00 | Comm.% P/L | 11.29 % |
Total Transactions: | 76 | Log. Linearity: | 7.863 % |
Total | Long | Short | MSFT | GOOGL | |
---|---|---|---|---|---|
Total Profit/Loss | 673.24 | 924.34 | -251.10 | 2362.61 | -1689.37 |
Total Profit | 3401.39 | 924.34 | 2477.05 | 5317.60 | 3778.91 |
Total Loss | 2728.15 | 0.00 | 2728.15 | 2954.99 | 5468.28 |
Profit Factor | 1.25 | 0.00 | 0.91 | 1.80 | 0.69 |
Trades | 19 | 3 | 16 | 19 | 19 |
Winning Trades | 8 | 3 | 5 | 10 | 7 |
Losing Trades | 11 | 0 | 11 | 9 | 12 |
% Profitable | 42.00 | 100.00 | 31.00 | 52.00 | 36.00 |
Profit/Loss Per Trade % | 0.35 | 3.22 | -0.18 | 1.25 | -1.13 |
Profit Per Trade % | 4.37 | 3.22 | 5.06 | 5.51 | 5.36 |
Loss Per Trade % | 2.44 | 0.00 | 2.44 | 3.22 | 4.62 |
Days In Trade | 323 | 41 | 282 | 323 | 323 |
Days In Trade (Avg. Per Trade) | 17.00 | 13.67 | 17.62 | 17.00 | 17.00 |
% Days In Trade | 17.71 | 2.25 | 15.46 | 17.71 | 17.71 |