Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
RBBN | Ribbon Communications Inc | Communication Services | Telecom Services | 444 | 2.57 | 428881 | |
CASA | Casa Systems Inc | Technology | Communication Equipment | 3 | 0.0068 | 779863 |
Entry Threshold: | 3.00 | Exit Threshold: | 2.00 | ||
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: | 64221.88 |
Total net P/L: | 54221.88 | Total ROI: | 542.22 % |
CAGR: | 85.98 % | Max. DD: | 86.65 % |
System Score: | 0.762 | Sharpe Ratio: | 1.554 |
Start Date: | 2019-01-02 | End Date: | 2021-12-31 |
Total days: | 1094 | ||
Commissions: | 20077.65 | Comm.% P/L | 27.02 % |
Total Transactions: | 96 | Log. Linearity: | 20.698 % |
Total | Long | Short | RBBN | CASA | |
---|---|---|---|---|---|
Total Profit/Loss | 74299.52 | 193405.89 | -119106.37 | 126294.84 | -51995.31 |
Total Profit | 239323.24 | 198305.98 | 41017.25 | 170541.85 | 205308.64 |
Total Loss | 165023.71 | 4900.09 | 160123.62 | 44247.01 | 257303.95 |
Profit Factor | 1.45 | 40.47 | 0.26 | 3.85 | 0.80 |
Trades | 24 | 11 | 13 | 24 | 24 |
Winning Trades | 18 | 9 | 9 | 17 | 13 |
Losing Trades | 6 | 2 | 4 | 7 | 11 |
% Profitable | 75.00 | 81.00 | 69.00 | 70.00 | 54.00 |
Profit/Loss Per Trade % | 10.09 | 29.36 | -3.96 | 8.65 | 0.00 |
Profit Per Trade % | 29.77 | 39.87 | 20.40 | 21.42 | 31.18 |
Loss Per Trade % | 24.10 | 8.90 | 32.48 | 16.31 | 22.37 |
Days In Trade | 82 | 29 | 53 | 82 | 82 |
Days In Trade (Avg. Per Trade) | 3.42 | 2.64 | 4.08 | 3.42 | 3.42 |
% Days In Trade | 7.50 | 2.65 | 4.84 | 7.50 | 7.50 |