Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
RBBN | Ribbon Communications Inc | Communication Services | Telecom Services | 451 | 2.61 | 431223 | |
CASA | Casa Systems Inc | Technology | Communication Equipment | 3 | 0.0068 | 779863 |
Entry Threshold: | 3.00 | Exit Threshold: | 1.00 | ||
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: | 958725.97 |
Total net P/L: | 948725.97 | Total ROI: | 9487.26 % |
CAGR: | 358.32 % | Max. DD: | 74.89 % |
System Score: | 277.791 | Sharpe Ratio: | 2.102 |
Start Date: | 2019-01-02 | End Date: | 2021-12-31 |
Total days: | 1094 | ||
Commissions: | 67744.23 | Comm.% P/L | 6.66 % |
Total Transactions: | 96 | Log. Linearity: | 91.865 % |
Total | Long | Short | RBBN | CASA | |
---|---|---|---|---|---|
Total Profit/Loss | 1016470.20 | 965077.87 | 51392.33 | 500320.22 | 516149.99 |
Total Profit | 1196323.67 | 983128.58 | 213195.08 | 792542.30 | 830167.45 |
Total Loss | 179853.46 | 18050.72 | 161802.75 | 292222.08 | 314017.46 |
Profit Factor | 6.65 | 54.46 | 1.32 | 2.71 | 2.64 |
Trades | 24 | 11 | 13 | 24 | 24 |
Winning Trades | 20 | 10 | 10 | 18 | 17 |
Losing Trades | 4 | 1 | 3 | 6 | 7 |
% Profitable | 83.00 | 90.00 | 76.00 | 75.00 | 70.00 |
Profit/Loss Per Trade % | 22.98 | 49.28 | 4.38 | 13.04 | -6.74 |
Profit Per Trade % | 39.03 | 56.43 | 23.57 | 29.62 | 32.93 |
Loss Per Trade % | 28.68 | 6.48 | 37.07 | 22.81 | 40.63 |
Days In Trade | 130 | 40 | 90 | 130 | 130 |
Days In Trade (Avg. Per Trade) | 5.42 | 3.64 | 6.92 | 5.42 | 5.42 |
% Days In Trade | 11.88 | 3.66 | 8.23 | 11.88 | 11.88 |