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: | 3.50 | 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: | 10244.87 |
Total net P/L: | 244.87 | Total ROI: | 2.45 % |
CAGR: | 0.49 % | Max. DD: | 10.68 % |
System Score: | 0.000 | Sharpe Ratio: | 0.270 |
Start Date: | 2017-01-02 | End Date: | 2021-12-31 |
Total days: | 1824 | ||
Commissions: | 28.00 | Comm.% P/L | 10.26 % |
Total Transactions: | 28 | Log. Linearity: | 2.285 % |
Total | Long | Short | MSFT | GOOGL | |
---|---|---|---|---|---|
Total Profit/Loss | 272.87 | 0.00 | 272.87 | -731.40 | 1004.27 |
Total Profit | 1348.43 | 0.00 | 1348.43 | 988.14 | 2390.61 |
Total Loss | 1075.56 | 0.00 | 1075.56 | 1719.54 | 1386.34 |
Profit Factor | 1.25 | 0.00 | 1.25 | 0.57 | 1.72 |
Trades | 7 | 0 | 7 | 7 | 7 |
Winning Trades | 2 | 0 | 2 | 3 | 3 |
Losing Trades | 5 | 0 | 5 | 4 | 4 |
% Profitable | 28.00 | 0.00 | 28.00 | 42.00 | 42.00 |
Profit/Loss Per Trade % | 0.39 | 0.00 | 0.39 | -1.02 | 1.23 |
Profit Per Trade % | 7.12 | 0.00 | 7.12 | 3.53 | 8.10 |
Loss Per Trade % | 2.14 | 0.00 | 2.14 | 4.22 | 3.64 |
Days In Trade | 145 | 0 | 145 | 145 | 145 |
Days In Trade (Avg. Per Trade) | 20.71 | 0.00 | 20.71 | 20.71 | 20.71 |
% Days In Trade | 7.95 | 0.00 | 7.95 | 7.95 | 7.95 |