Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MGK | Vanguard Mega Cap Growth Index Fund ETF Shares | 0 | 366.74 | 410672 | |||
VTI | Vanguard Total Stock Market Index Fund ETF Shares | 494625 | 0.0092 | 305.6 | 3503964 |
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: | 8949.15 |
Total net P/L: | -1050.85 | Total ROI: | -10.51 % |
CAGR: | -2.20 % | Max. DD: | 22.14 % |
System Score: | -0.547 | Sharpe Ratio: | -0.676 |
Start Date: | 2020-01-02 | End Date: | 2024-12-31 |
Total days: | 1825 | ||
Commissions: | 296.00 | Comm.% P/L | 39.21 % |
Total Transactions: | 296 | Log. Linearity: | 62.907 % |
Total | ![]() |
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MGK | VTI | |
---|---|---|---|---|---|
Total Profit/Loss | -754.85 | 306.10 | -1060.95 | -2707.52 | 1952.67 |
Total Profit | 4025.82 | 2255.16 | 1770.66 | 10757.05 | 10810.30 |
Total Loss | 4780.67 | 1949.06 | 2831.61 | 13464.57 | 8857.63 |
Profit Factor | 0.84 | 1.16 | 0.63 | 0.80 | 1.22 |
Trades | 74 | 36 | 38 | 74 | 74 |
Winning Trades | 45 | 24 | 21 | 38 | 43 |
Losing Trades | 29 | 12 | 17 | 36 | 31 |
% Profitable | 60.00 | 66.00 | 55.00 | 51.00 | 58.00 |
Profit/Loss Per Trade % | -0.11 | 0.10 | -0.31 | -0.53 | 0.19 |
Profit Per Trade % | 0.96 | 1.01 | 0.91 | 2.96 | 2.64 |
Loss Per Trade % | 1.73 | 1.68 | 1.77 | 3.92 | 2.94 |
Days In Trade | 964 | 428 | 536 | 964 | 964 |
Days In Trade (Avg. Per Trade) | 13.03 | 11.89 | 14.11 | 13.03 | 13.03 |
% Days In Trade | 52.82 | 23.45 | 29.37 | 52.82 | 52.82 |