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 |
SMCI | Super Micro Computer Inc | Technology | Computer Hardware | 22421 | 38.29 | 77113856 |
Entry Threshold: | 0.50 | 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: | 1788.58 |
Total net P/L: | -8211.42 | Total ROI: | -82.11 % |
CAGR: | -25.55 % | Max. DD: | 91.76 % |
System Score: | -12.694 | Sharpe Ratio: | -0.538 |
Start Date: | 2019-01-02 | End Date: | 2024-10-31 |
Total days: | 2129 | ||
Commissions: | 3827.57 | Comm.% P/L | 87.31 % |
Total Transactions: | 664 | Log. Linearity: | 79.199 % |
Total | Long | Short | TSM | SMCI | |
---|---|---|---|---|---|
Total Profit/Loss | -4383.85 | -6604.15 | 2220.30 | 3511.32 | -7895.17 |
Total Profit | 28465.40 | 14701.42 | 13763.98 | 23021.69 | 24662.98 |
Total Loss | 32849.25 | 21305.57 | 11543.68 | 19510.37 | 32558.15 |
Profit Factor | 0.87 | 0.69 | 1.19 | 1.18 | 0.76 |
Trades | 166 | 83 | 83 | 166 | 166 |
Winning Trades | 123 | 61 | 62 | 93 | 106 |
Losing Trades | 43 | 22 | 21 | 73 | 60 |
% Profitable | 74.00 | 73.00 | 74.00 | 56.00 | 63.00 |
Profit/Loss Per Trade % | -0.71 | -2.01 | 0.62 | 0.17 | -1.33 |
Profit Per Trade % | 4.71 | 4.94 | 4.49 | 3.80 | 5.23 |
Loss Per Trade % | 12.88 | 16.55 | 9.15 | 4.07 | 9.57 |
Days In Trade | 1597 | 757 | 840 | 1597 | 1597 |
Days In Trade (Avg. Per Trade) | 9.62 | 9.12 | 10.12 | 9.62 | 9.62 |
% Days In Trade | 75.01 | 35.56 | 39.46 | 75.01 | 75.01 |