Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
RBBN | Ribbon Communications Inc | Communication Services | Telecom Services | 552 | 3.2 | 454316 | |
CASA | Casa Systems Inc | Technology | Communication Equipment | 27 | 0.2736 | 259219 |
Entry Threshold: | 3.00 | Exit Threshold: | 0.40 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | MAMA | 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: | 447518.68 |
Total net P/L: | 437518.68 | Total ROI: | 4375.19 % |
CAGR: | 255.45 % | Max. DD: | 80.34 % |
System Score: | 164.257 | Sharpe Ratio: | 2.014 |
Start Date: | 2019-01-02 | End Date: | 2021-12-31 |
Total days: | 1094 | ||
Commissions: | 37309.68 | Comm.% P/L | 7.86 % |
Total Transactions: | 84 | Log. Linearity: | 86.313 % |
Total | Long | Short | RBBN | CASA | |
---|---|---|---|---|---|
Total Profit/Loss | 474828.36 | 582211.11 | -107382.75 | -83179.48 | 558007.84 |
Total Profit | 668628.32 | 590489.04 | 78139.28 | 479981.59 | 783646.49 |
Total Loss | 193799.95 | 8277.92 | 185522.03 | 563161.06 | 225638.65 |
Profit Factor | 3.45 | 71.33 | 0.42 | 0.85 | 3.47 |
Trades | 21 | 10 | 11 | 21 | 21 |
Winning Trades | 14 | 9 | 5 | 16 | 14 |
Losing Trades | 7 | 1 | 6 | 5 | 7 |
% Profitable | 66.00 | 90.00 | 45.00 | 76.00 | 66.00 |
Profit/Loss Per Trade % | 21.90 | 56.21 | -2.71 | 0.00 | 0.00 |
Profit Per Trade % | 56.47 | 65.37 | 41.63 | 33.07 | 44.62 |
Loss Per Trade % | 20.96 | 6.48 | 23.56 | 46.52 | 40.19 |
Days In Trade | 156 | 55 | 101 | 156 | 156 |
Days In Trade (Avg. Per Trade) | 7.43 | 5.50 | 9.18 | 7.43 | 7.43 |
% Days In Trade | 14.26 | 5.03 | 9.23 | 14.26 | 14.26 |