Model: | Ratio |
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: | 1.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 11636.79 |
Total net P/L: | 1636.79 | Total ROI: | 16.37 % |
CAGR: | 3.08 % | Max. DD: | 10.94 % |
System Score: | 1.602 | Sharpe Ratio: | 1.047 |
Start Date: | 2017-01-02 | End Date: | 2021-12-31 |
Total days: | 1824 | ||
Commissions: | 172.00 | Comm.% P/L | 9.51 % |
Total Transactions: | 172 | Log. Linearity: | 80.415 % |
Total | Long | Short | MSFT | GOOGL | |
---|---|---|---|---|---|
Total Profit/Loss | 1808.79 | 88.33 | 1720.46 | 1581.86 | 226.93 |
Total Profit | 4513.72 | 1091.67 | 3422.05 | 7637.01 | 6245.96 |
Total Loss | 2704.93 | 1003.34 | 1701.59 | 6055.15 | 6019.03 |
Profit Factor | 1.67 | 1.09 | 2.01 | 1.26 | 1.04 |
Trades | 43 | 14 | 29 | 43 | 43 |
Winning Trades | 30 | 7 | 23 | 23 | 22 |
Losing Trades | 13 | 7 | 6 | 20 | 21 |
% Profitable | 69.00 | 50.00 | 79.00 | 53.00 | 51.00 |
Profit/Loss Per Trade % | 0.39 | 0.06 | 0.55 | 0.35 | -0.09 |
Profit Per Trade % | 1.43 | 1.44 | 1.43 | 3.19 | 2.60 |
Loss Per Trade % | 1.94 | 1.30 | 2.69 | 2.75 | 2.76 |
Days In Trade | 295 | 101 | 194 | 295 | 295 |
Days In Trade (Avg. Per Trade) | 6.86 | 7.21 | 6.69 | 6.86 | 6.86 |
% Days In Trade | 16.17 | 5.54 | 10.64 | 16.17 | 16.17 |