Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
TSM | Taiwan Semiconductor Manufacturing | Technology | Semiconductors | 1009303 | 0.0143 | 194.6 | 15325314 |
NVDA | NVIDIA Corporation | Technology | Semiconductors | 3411702 | 0.0003 | 139.31 | 363183799 |
Entry Threshold: | 1.10 | 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: | 2988.62 |
Total net P/L: | -7011.38 | Total ROI: | -70.11 % |
CAGR: | -18.70 % | Max. DD: | 91.07 % |
System Score: | -14.058 | Sharpe Ratio: | -0.967 |
Start Date: | 2019-01-02 | End Date: | 2024-10-31 |
Total days: | 2129 | ||
Commissions: | 1382.81 | Comm.% P/L | 24.57 % |
Total Transactions: | 528 | Log. Linearity: | 90.922 % |
Total | Long | Short | TSM | NVDA | |
---|---|---|---|---|---|
Total Profit/Loss | -5628.57 | -7300.50 | 1671.93 | -958.55 | -4670.02 |
Total Profit | 17357.04 | 7979.33 | 9377.71 | 16057.42 | 20195.81 |
Total Loss | 22985.61 | 15279.83 | 7705.78 | 17015.97 | 24865.83 |
Profit Factor | 0.76 | 0.52 | 1.22 | 0.94 | 0.81 |
Trades | 132 | 74 | 58 | 132 | 132 |
Winning Trades | 85 | 45 | 40 | 68 | 76 |
Losing Trades | 47 | 29 | 18 | 64 | 56 |
% Profitable | 64.00 | 60.00 | 68.00 | 51.00 | 57.00 |
Profit/Loss Per Trade % | -0.74 | -1.76 | 0.58 | -0.26 | -0.79 |
Profit Per Trade % | 3.68 | 3.31 | 4.10 | 4.02 | 5.27 |
Loss Per Trade % | 7.90 | 8.80 | 6.45 | 4.42 | 7.96 |
Days In Trade | 1476 | 905 | 571 | 1476 | 1476 |
Days In Trade (Avg. Per Trade) | 11.18 | 12.23 | 9.84 | 11.18 | 11.18 |
% Days In Trade | 69.33 | 42.51 | 26.82 | 69.33 | 69.33 |