Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
TWTR | Twitter Inc | Communication Services | Internet Content & Information | 41094 | 0 | 53.7 | 29202420 |
PINS | Pinterest Inc | Communication Services | Internet Content & Information | 23683 | 34.67 | 10447110 |
Entry Threshold: | 2.00 | 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: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 20775.44 |
Total net P/L: | 10775.44 | Total ROI: | 107.75 % |
CAGR: | 122.88 % | Max. DD: | 19.26 % |
System Score: | 109.442 | Sharpe Ratio: | 2.444 |
Start Date: | 2021-02-01 | End Date: | 2021-12-31 |
Total days: | 333 | ||
Commissions: | 84.53 | Comm.% P/L | 0.78 % |
Total Transactions: | 68 | Log. Linearity: | 96.214 % |
Total | Long | Short | TWTR | PINS | |
---|---|---|---|---|---|
Total Profit/Loss | 10859.97 | 5329.49 | 5530.48 | 4993.18 | 5866.79 |
Total Profit | 12144.69 | 5329.49 | 6815.20 | 9002.46 | 10389.51 |
Total Loss | 1284.72 | 0.00 | 1284.72 | 4009.28 | 4522.72 |
Profit Factor | 9.45 | 0.00 | 5.30 | 2.25 | 2.30 |
Trades | 17 | 6 | 11 | 17 | 17 |
Winning Trades | 16 | 6 | 10 | 11 | 12 |
Losing Trades | 1 | 0 | 1 | 6 | 5 |
% Profitable | 94.00 | 100.00 | 90.00 | 64.00 | 70.00 |
Profit/Loss Per Trade % | 4.43 | 5.40 | 3.91 | 2.39 | 1.65 |
Profit Per Trade % | 5.62 | 5.40 | 5.75 | 6.38 | 5.83 |
Loss Per Trade % | 12.85 | 0.00 | 12.85 | 4.46 | 7.59 |
Days In Trade | 141 | 39 | 102 | 141 | 141 |
Days In Trade (Avg. Per Trade) | 8.29 | 6.50 | 9.27 | 8.29 | 8.29 |
% Days In Trade | 42.34 | 11.71 | 30.63 | 42.34 | 42.34 |