Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
RBBN | Ribbon Communications Inc | Communication Services | Telecom Services | 561 | 3.25 | 442473 | |
CASA | Casa Systems Inc | Technology | Communication Equipment | 3 | 0.0068 | 779863 |
Entry Threshold: | 4.70 | Exit Threshold: | 0.50 | ||
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: | 9930.64 |
Total net P/L: | -69.36 | Total ROI: | -0.69 % |
CAGR: | -0.23 % | Max. DD: | 5.88 % |
System Score: | -0.038 | Sharpe Ratio: | -0.051 |
Start Date: | 2019-01-02 | End Date: | 2021-12-31 |
Total days: | 1094 | ||
Commissions: | 39.21 | Comm.% P/L | 130.05 % |
Total Transactions: | 4 | Log. Linearity: | 54.598 % |
Total | Long | Short | RBBN | CASA | |
---|---|---|---|---|---|
Total Profit/Loss | -30.15 | 0.00 | -30.15 | -1468.80 | 1438.65 |
Total Profit | 0.00 | 0.00 | 0.00 | 0.00 | 1438.65 |
Total Loss | 30.15 | 0.00 | 30.15 | 1468.80 | 0.00 |
Profit Factor | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Trades | 1 | 0 | 1 | 1 | 1 |
Winning Trades | 0 | 0 | 0 | 0 | 1 |
Losing Trades | 1 | 0 | 1 | 1 | 0 |
% Profitable | 0.00 | 0.00 | 0.00 | 0.00 | 100.00 |
Profit/Loss Per Trade % | -0.30 | 0.00 | -0.30 | -14.72 | 14.41 |
Profit Per Trade % | 0.00 | 0.00 | 0.00 | 0.00 | 14.41 |
Loss Per Trade % | 0.30 | 0.00 | 0.30 | 14.72 | 0.00 |
Days In Trade | 8 | 0 | 8 | 8 | 8 |
Days In Trade (Avg. Per Trade) | 8.00 | 0.00 | 8.00 | 8.00 | 8.00 |
% Days In Trade | 0.73 | 0.00 | 0.73 | 0.73 | 0.73 |