| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| RBBN | Ribbon Communications Inc | Technology | Software - Application | 512 | 2.89 | 600629 | |
| 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 |