Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
RBBN | Ribbon Communications Inc | Communication Services | Telecom Services | 564 | 3.27 | 454307 | |
CASA | Casa Systems Inc | Technology | Communication Equipment | 30 | 0.3 | 258987 |
Entry Threshold: | 3.00 | 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: | 11110.08 |
Total net P/L: | 1110.08 | Total ROI: | 11.10 % |
CAGR: | 3.57 % | Max. DD: | 20.67 % |
System Score: | 0.001 | Sharpe Ratio: | 0.424 |
Start Date: | 2019-01-02 | End Date: | 2021-12-31 |
Total days: | 1094 | ||
Commissions: | 268.58 | Comm.% P/L | 19.48 % |
Total Transactions: | 20 | Log. Linearity: | 6.773 % |
Total | Long | Short | RBBN | CASA | |
---|---|---|---|---|---|
Total Profit/Loss | 1378.66 | 3110.45 | -1731.79 | -5005.66 | 6384.32 |
Total Profit | 4535.62 | 4042.45 | 493.17 | 453.96 | 6384.32 |
Total Loss | 3156.96 | 932.00 | 2224.96 | 5459.62 | 0.00 |
Profit Factor | 1.44 | 4.34 | 0.22 | 0.08 | 0.00 |
Trades | 5 | 2 | 3 | 5 | 5 |
Winning Trades | 2 | 1 | 1 | 1 | 4 |
Losing Trades | 3 | 1 | 2 | 4 | 0 |
% Profitable | 40.00 | 50.00 | 33.00 | 20.00 | 80.00 |
Profit/Loss Per Trade % | 2.56 | 14.51 | -4.70 | -8.16 | 10.77 |
Profit Per Trade % | 20.77 | 40.50 | 3.81 | 4.55 | 13.64 |
Loss Per Trade % | 7.73 | 6.68 | 8.26 | 9.79 | 0.00 |
Days In Trade | 33 | 9 | 24 | 33 | 33 |
Days In Trade (Avg. Per Trade) | 6.60 | 4.50 | 8.00 | 6.60 | 6.60 |
% Days In Trade | 3.02 | 0.82 | 2.19 | 3.02 | 3.02 |