Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3068029 | 0.0072 | 411.84 | 24041410 |
AAPL | Apple Inc | Technology | Consumer Electronics | 2667142 | 0.0057 | 168 | 57657383 |
Entry Threshold: | 2.50 | Exit Threshold: | -0.10 | ||
Max Duration: | 7 | 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: | 8208.75 |
Total net P/L: | -1791.25 | Total ROI: | -17.91 % |
CAGR: | -3.87 % | Max. DD: | 20.82 % |
System Score: | -1.529 | Sharpe Ratio: | -1.051 |
Start Date: | 2017-01-02 | End Date: | 2021-12-31 |
Total days: | 1824 | ||
Commissions: | 96.15 | Comm.% P/L | 5.67 % |
Total Transactions: | 92 | Log. Linearity: | 73.357 % |
Total | Long | Short | MSFT | AAPL | |
---|---|---|---|---|---|
Total Profit/Loss | -1695.10 | 34.67 | -1729.77 | 1433.93 | -3129.03 |
Total Profit | 1918.37 | 471.33 | 1447.03 | 4015.11 | 2127.28 |
Total Loss | 3613.47 | 436.66 | 3176.80 | 2581.18 | 5256.31 |
Profit Factor | 0.53 | 1.08 | 0.46 | 1.56 | 0.40 |
Trades | 23 | 4 | 19 | 23 | 23 |
Winning Trades | 11 | 2 | 9 | 12 | 9 |
Losing Trades | 12 | 2 | 10 | 11 | 14 |
% Profitable | 47.00 | 50.00 | 47.00 | 52.00 | 39.00 |
Profit/Loss Per Trade % | -0.81 | 0.01 | -0.98 | 0.60 | -1.51 |
Profit Per Trade % | 1.81 | 2.43 | 1.68 | 3.55 | 2.54 |
Loss Per Trade % | 3.11 | 2.31 | 3.27 | 2.49 | 3.96 |
Days In Trade | 191 | 35 | 156 | 191 | 191 |
Days In Trade (Avg. Per Trade) | 8.30 | 8.75 | 8.21 | 8.30 | 8.30 |
% Days In Trade | 10.47 | 1.92 | 8.55 | 10.47 | 10.47 |