Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
RBBN | Ribbon Communications Inc | Communication Services | Telecom Services | 561 | 3.25 | 442473 | |
CASA | Casa Systems Inc | Technology | Communication Equipment | 3 | 0.0068 | 779863 |
Entry Threshold: | 3.00 | Exit Threshold: | 0.40 | ||
Max Duration: | 30 | 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: | -390701.92 |
Total net P/L: | -400701.92 | Total ROI: | -4007.02 % |
CAGR: | 0.00 % | Max. DD: | 150.27 % |
System Score: | 0.000 | Sharpe Ratio: | 1.173 |
Start Date: | 2019-01-02 | End Date: | 2021-12-31 |
Total days: | 1094 | ||
Commissions: | 52292.92 | Comm.% P/L | 15.01 % |
Total Transactions: | 64 | Log. Linearity: | 55.479 % |
Total | Long | Short | RBBN | CASA | |
---|---|---|---|---|---|
Total Profit/Loss | -348409.01 | 739905.95 | -1088314.96 | -729571.41 | 381162.41 |
Total Profit | 856492.79 | 739905.95 | 116586.83 | 1153535.27 | 1412303.22 |
Total Loss | 1204901.79 | 0.00 | 1204901.79 | 1883106.68 | 1031140.81 |
Profit Factor | 0.71 | 0.00 | 0.10 | 0.61 | 1.37 |
Trades | 16 | 7 | 9 | 16 | 16 |
Winning Trades | 13 | 7 | 6 | 12 | 12 |
Losing Trades | 3 | 0 | 3 | 4 | 4 |
% Profitable | 81.00 | 100.00 | 66.00 | 75.00 | 75.00 |
Profit/Loss Per Trade % | 0.00 | 69.03 | 0.00 | 0.00 | 0.00 |
Profit Per Trade % | 54.83 | 69.03 | 39.76 | 49.90 | 48.80 |
Loss Per Trade % | 77.81 | 0.00 | 77.81 | 63.50 | 101.36 |
Days In Trade | 167 | 44 | 123 | 167 | 167 |
Days In Trade (Avg. Per Trade) | 10.44 | 6.29 | 13.67 | 10.44 | 10.44 |
% Days In Trade | 15.27 | 4.02 | 11.24 | 15.27 | 15.27 |