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 |
AAPL | Apple Inc | Technology | Consumer Electronics | 2647977 | 0.0056 | 171.48 | 57679060 |
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: | 9714.40 |
Total net P/L: | -285.60 | Total ROI: | -2.86 % |
CAGR: | -0.58 % | Max. DD: | 11.95 % |
System Score: | -0.001 | Sharpe Ratio: | -0.041 |
Start Date: | 2017-01-02 | End Date: | 2021-12-31 |
Total days: | 1824 | ||
Commissions: | 164.21 | Comm.% P/L | 135.27 % |
Total Transactions: | 156 | Log. Linearity: | 12.501 % |
Total | Long | Short | MSFT | AAPL | |
---|---|---|---|---|---|
Total Profit/Loss | -121.39 | 260.08 | -381.47 | 197.75 | -319.14 |
Total Profit | 3877.18 | 2194.53 | 1682.66 | 4228.01 | 5234.30 |
Total Loss | 3998.57 | 1934.44 | 2064.13 | 4030.26 | 5553.44 |
Profit Factor | 0.97 | 1.13 | 0.82 | 1.05 | 0.94 |
Trades | 39 | 21 | 18 | 39 | 39 |
Winning Trades | 20 | 11 | 9 | 23 | 20 |
Losing Trades | 19 | 10 | 9 | 16 | 19 |
% Profitable | 51.00 | 52.00 | 50.00 | 58.00 | 51.00 |
Profit/Loss Per Trade % | -0.03 | 0.13 | -0.22 | 0.02 | -0.13 |
Profit Per Trade % | 2.04 | 2.09 | 1.97 | 1.91 | 2.70 |
Loss Per Trade % | 2.12 | 1.95 | 2.31 | 2.57 | 2.96 |
Days In Trade | 263 | 128 | 135 | 263 | 263 |
Days In Trade (Avg. Per Trade) | 6.74 | 6.10 | 7.50 | 6.74 | 6.74 |
% Days In Trade | 14.42 | 7.02 | 7.40 | 14.42 | 14.42 |