Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AMD | Advanced Micro Devices Inc | Technology | Semiconductors | 194672 | 118.44 | 44943049 | |
NVDA | NVIDIA Corporation | Technology | Semiconductors | 3336512 | 0.0003 | 133.57 | 319913592 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | 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: | 1000.00 | Final Equity: | 723.22 |
Total net P/L: | -276.78 | Total ROI: | -27.68 % |
CAGR: | -27.74 % | Max. DD: | 40.62 % |
System Score: | -8.642 | Sharpe Ratio: | -0.943 |
Start Date: | 2024-01-02 | End Date: | 2024-12-31 |
Total days: | 364 | ||
Commissions: | 56.00 | Comm.% P/L | 25.36 % |
Total Transactions: | 56 | Log. Linearity: | 67.788 % |
Total | Long | Short | AMD | NVDA | |
---|---|---|---|---|---|
Total Profit/Loss | -220.78 | -282.55 | 61.77 | -78.18 | -142.60 |
Total Profit | 219.68 | 157.91 | 61.77 | 217.34 | 323.18 |
Total Loss | 440.46 | 440.46 | 0.00 | 295.52 | 465.78 |
Profit Factor | 0.50 | 0.36 | 0.00 | 0.74 | 0.69 |
Trades | 14 | 11 | 3 | 14 | 14 |
Winning Trades | 9 | 6 | 3 | 9 | 8 |
Losing Trades | 5 | 5 | 0 | 5 | 6 |
% Profitable | 64.00 | 54.00 | 100.00 | 64.00 | 57.00 |
Profit/Loss Per Trade % | -1.78 | -3.02 | 2.92 | -0.72 | -1.37 |
Profit Per Trade % | 3.30 | 3.49 | 2.92 | 3.08 | 5.15 |
Loss Per Trade % | 9.56 | 9.56 | 0.00 | 6.98 | 8.79 |
Days In Trade | 199 | 172 | 27 | 199 | 199 |
Days In Trade (Avg. Per Trade) | 14.21 | 15.64 | 9.00 | 14.21 | 14.21 |
% Days In Trade | 54.67 | 47.25 | 7.42 | 54.67 | 54.67 |