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: | 10.0 | Margin Req. 2: | 10.0 | High Leverage | |
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 2126074.79 |
Total net P/L: | 2116074.79 | Total ROI: | 21160.75 % |
CAGR: | 497.82 % | Max. DD: | 118.30 % |
System Score: | 322.409 | Sharpe Ratio: | 1.685 |
Start Date: | 2019-01-02 | End Date: | 2021-12-31 |
Total days: | 1094 | ||
Commissions: | 120262.61 | Comm.% P/L | 5.38 % |
Total Transactions: | 96 | Log. Linearity: | 86.519 % |
Total | Long | Short | RBBN | CASA | |
---|---|---|---|---|---|
Total Profit/Loss | 2236337.40 | 1893860.69 | 342476.72 | 1864219.70 | 372117.71 |
Total Profit | 2391937.94 | 1907718.22 | 484219.72 | 2243259.00 | 1489798.29 |
Total Loss | 155600.55 | 13857.53 | 141743.01 | 379039.31 | 1117680.58 |
Profit Factor | 15.37 | 137.67 | 3.42 | 5.92 | 1.33 |
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 % | 27.12 | 54.04 | 8.05 | 20.99 | 0.00 |
Profit Per Trade % | 41.86 | 61.34 | 26.20 | 40.37 | 41.12 |
Loss Per Trade % | 34.49 | 3.01 | 53.67 | 21.30 | 43.79 |
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 |