Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
RBBN | Ribbon Communications Inc | Communication Services | Telecom Services | 442 | 2.56 | 430097 | |
CASA | Casa Systems Inc | Technology | Communication Equipment | 3 | 0.0068 | 779863 |
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: | -2422.57 |
Total net P/L: | -12422.57 | Total ROI: | -124.23 % |
CAGR: | 0.00 % | Max. DD: | 142.74 % |
System Score: | 0.000 | Sharpe Ratio: | 0.555 |
Start Date: | 2018-03-22 | End Date: | 2021-12-31 |
Total days: | 1380 | ||
Commissions: | 240.45 | Comm.% P/L | 1.97 % |
Total Transactions: | 8 | Log. Linearity: | 9.288 % |
Total | Long | Short | RBBN | CASA | |
---|---|---|---|---|---|
Total Profit/Loss | -12182.12 | 2088.60 | -14270.72 | -1469.50 | -10712.62 |
Total Profit | 2088.60 | 2088.60 | 0.00 | 0.00 | 2460.00 |
Total Loss | 14270.72 | 0.00 | 14270.72 | 1469.50 | 13172.62 |
Profit Factor | 0.15 | 0.00 | 0.00 | 0.00 | 0.19 |
Trades | 2 | 1 | 1 | 2 | 2 |
Winning Trades | 1 | 1 | 0 | 0 | 1 |
Losing Trades | 1 | 0 | 1 | 2 | 1 |
% Profitable | 50.00 | 100.00 | 0.00 | 0.00 | 50.00 |
Profit/Loss Per Trade % | 0.00 | 21.00 | -119.78 | -6.52 | 0.00 |
Profit Per Trade % | 21.00 | 21.00 | 0.00 | 0.00 | 24.73 |
Loss Per Trade % | 119.78 | 0.00 | 119.78 | 6.44 | 110.56 |
Days In Trade | 23 | 2 | 21 | 23 | 23 |
Days In Trade (Avg. Per Trade) | 11.50 | 2.00 | 21.00 | 11.50 | 11.50 |
% Days In Trade | 1.67 | 0.14 | 1.52 | 1.67 | 1.67 |