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 | 429825 | |
CASA | Casa Systems Inc | Technology | Communication Equipment | 3 | 0.0068 | 779863 |
Entry Threshold: | 3.00 | Exit Threshold: | 0.50 | ||
Max Duration: | 10 | 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: | 217026.56 |
Total net P/L: | 207026.56 | Total ROI: | 2070.27 % |
CAGR: | 179.20 % | Max. DD: | 91.56 % |
System Score: | 26.181 | Sharpe Ratio: | 2.099 |
Start Date: | 2019-01-02 | End Date: | 2021-12-31 |
Total days: | 1094 | ||
Commissions: | 21519.34 | Comm.% P/L | 9.42 % |
Total Transactions: | 96 | Log. Linearity: | 52.669 % |
Total | Long | Short | RBBN | CASA | |
---|---|---|---|---|---|
Total Profit/Loss | 228545.90 | 295971.14 | -67425.24 | 236371.63 | -7825.73 |
Total Profit | 385671.91 | 307808.18 | 77863.74 | 315081.30 | 281358.22 |
Total Loss | 157126.02 | 11837.04 | 145288.98 | 78709.67 | 289183.95 |
Profit Factor | 2.45 | 26.00 | 0.54 | 4.00 | 0.97 |
Trades | 24 | 11 | 13 | 24 | 24 |
Winning Trades | 18 | 9 | 9 | 17 | 16 |
Losing Trades | 6 | 2 | 4 | 7 | 8 |
% Profitable | 75.00 | 81.00 | 69.00 | 70.00 | 66.00 |
Profit/Loss Per Trade % | 15.86 | 48.02 | -5.82 | 13.94 | -4.41 |
Profit Per Trade % | 45.24 | 66.29 | 26.85 | 32.62 | 35.84 |
Loss Per Trade % | 30.61 | 12.22 | 40.90 | 20.02 | 40.30 |
Days In Trade | 161 | 60 | 101 | 161 | 161 |
Days In Trade (Avg. Per Trade) | 6.71 | 5.45 | 7.77 | 6.71 | 6.71 |
% Days In Trade | 14.72 | 5.48 | 9.23 | 14.72 | 14.72 |