Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
RBBN | Ribbon Communications Inc | Communication Services | Telecom Services | 560 | 3.24 | 448733 | |
CASA | Casa Systems Inc | Technology | Communication Equipment | 3 | 0.0068 | 779863 |
Entry Threshold: | 3.00 | Exit Threshold: | 0.00 | ||
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: | 1038292.03 |
Total net P/L: | 1028292.03 | Total ROI: | 10282.92 % |
CAGR: | 370.67 % | Max. DD: | 118.30 % |
System Score: | 107.631 | Sharpe Ratio: | -0.921 |
Start Date: | 2019-01-02 | End Date: | 2021-12-31 |
Total days: | 1094 | ||
Commissions: | 63344.00 | Comm.% P/L | 5.80 % |
Total Transactions: | 96 | Log. Linearity: | 66.219 % |
Total | Long | Short | RBBN | CASA | |
---|---|---|---|---|---|
Total Profit/Loss | 1091636.03 | 968431.67 | 123204.36 | 1233674.03 | -142038.00 |
Total Profit | 1366408.87 | 1052509.08 | 313899.79 | 1711625.88 | 1005020.31 |
Total Loss | 274772.84 | 84077.41 | 190695.43 | 477951.85 | 1147058.31 |
Profit Factor | 4.97 | 12.52 | 1.65 | 3.58 | 0.88 |
Trades | 24 | 11 | 13 | 24 | 24 |
Winning Trades | 20 | 10 | 10 | 18 | 16 |
Losing Trades | 4 | 1 | 3 | 6 | 8 |
% Profitable | 83.00 | 90.00 | 76.00 | 75.00 | 66.00 |
Profit/Loss Per Trade % | 23.49 | 45.86 | 7.26 | 0.00 | 2.84 |
Profit Per Trade % | 46.45 | 64.98 | 30.00 | 47.47 | 43.27 |
Loss Per Trade % | 46.70 | 57.44 | 43.28 | 35.79 | 67.37 |
Days In Trade | 264 | 103 | 161 | 264 | 264 |
Days In Trade (Avg. Per Trade) | 11.00 | 9.36 | 12.38 | 11.00 | 11.00 |
% Days In Trade | 24.13 | 9.41 | 14.72 | 24.13 | 24.13 |