Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
KNSA | Kiniksa Pharmaceuticals Ltd | Healthcare | Biotechnology | 1192 | 16.88 | 433972 | |
IOVA | Iovance Biotherapeutics Inc | Healthcare | Biotechnology | 3273 | 11.72 | 7569154 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
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: | 19825.30 |
Total net P/L: | 9825.30 | Total ROI: | 98.25 % |
CAGR: | 440.76 % | Max. DD: | 10.48 % |
System Score: | 113.468 | Sharpe Ratio: | 1.284 |
Start Date: | 2022-01-03 | End Date: | 2022-05-31 |
Total days: | 148 | ||
Commissions: | 207.49 | Comm.% P/L | 2.07 % |
Total Transactions: | 28 | Log. Linearity: | 63.614 % |
Total | Long | Short | KNSA | IOVA | |
---|---|---|---|---|---|
Total Profit/Loss | 10032.79 | 8045.04 | 1987.75 | -592.36 | 10625.15 |
Total Profit | 10088.34 | 8045.04 | 2043.30 | 2360.84 | 12413.10 |
Total Loss | 55.55 | 0.00 | 55.55 | 2953.20 | 1787.95 |
Profit Factor | 181.61 | 0.00 | 36.78 | 0.80 | 6.94 |
Trades | 7 | 3 | 4 | 7 | 7 |
Winning Trades | 6 | 3 | 3 | 2 | 4 |
Losing Trades | 1 | 0 | 1 | 5 | 3 |
% Profitable | 85.00 | 100.00 | 75.00 | 28.00 | 57.00 |
Profit/Loss Per Trade % | 10.48 | 18.96 | 4.52 | -1.53 | 11.24 |
Profit Per Trade % | 12.38 | 18.96 | 6.17 | 8.27 | 24.41 |
Loss Per Trade % | 0.28 | 0.00 | 0.28 | 4.74 | 4.07 |
Days In Trade | 80 | 39 | 41 | 80 | 80 |
Days In Trade (Avg. Per Trade) | 11.43 | 13.00 | 10.25 | 11.43 | 11.43 |
% Days In Trade | 54.05 | 26.35 | 27.70 | 54.05 | 54.05 |