Model: | Ratio |
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: | 3.00 | Exit Threshold: | 0.50 | ||
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: | 44230.18 |
Total net P/L: | 34230.18 | Total ROI: | 342.30 % |
CAGR: | 64.22 % | Max. DD: | 23.66 % |
System Score: | 54.510 | Sharpe Ratio: | 2.556 |
Start Date: | 2019-01-02 | End Date: | 2021-12-31 |
Total days: | 1094 | ||
Commissions: | 1881.70 | Comm.% P/L | 5.21 % |
Total Transactions: | 96 | Log. Linearity: | 94.680 % |
Total | Long | Short | RBBN | CASA | |
---|---|---|---|---|---|
Total Profit/Loss | 36111.88 | 29521.13 | 6590.74 | 29780.01 | 6331.87 |
Total Profit | 40246.25 | 29706.37 | 10539.89 | 35896.66 | 28285.03 |
Total Loss | 4134.37 | 185.23 | 3949.14 | 6116.65 | 21953.17 |
Profit Factor | 9.73 | 160.38 | 2.67 | 5.87 | 1.29 |
Trades | 24 | 11 | 13 | 24 | 24 |
Winning Trades | 21 | 10 | 11 | 18 | 15 |
Losing Trades | 3 | 1 | 2 | 6 | 9 |
% Profitable | 87.00 | 90.00 | 84.00 | 75.00 | 62.00 |
Profit/Loss Per Trade % | 6.76 | 11.70 | 2.75 | 5.31 | 0.16 |
Profit Per Trade % | 8.95 | 13.01 | 5.39 | 8.74 | 8.84 |
Loss Per Trade % | 7.19 | 0.60 | 10.65 | 4.30 | 10.51 |
Days In Trade | 187 | 65 | 122 | 187 | 187 |
Days In Trade (Avg. Per Trade) | 7.79 | 5.91 | 9.38 | 7.79 | 7.79 |
% Days In Trade | 17.09 | 5.94 | 11.15 | 17.09 | 17.09 |