Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3064435 | 0.0075 | 412.22 | 20335817 |
GOOG | Alphabet Inc Class C | Communication Services | Internet Content & Information | 2282583 | 0.0039 | 188.2 | 18621908 |
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: | 10391.22 |
Total net P/L: | 391.22 | Total ROI: | 3.91 % |
CAGR: | 3.93 % | Max. DD: | 10.46 % |
System Score: | 0.001 | Sharpe Ratio: | 0.308 |
Start Date: | 2024-01-02 | End Date: | 2024-12-30 |
Total days: | 363 | ||
Commissions: | 48.00 | Comm.% P/L | 10.93 % |
Total Transactions: | 48 | Log. Linearity: | 7.064 % |
Total | ![]() |
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MSFT | GOOG | |
---|---|---|---|---|---|
Total Profit/Loss | 439.22 | -706.22 | 1145.44 | -2107.16 | 2546.38 |
Total Profit | 2251.09 | 924.07 | 1327.02 | 561.48 | 3611.08 |
Total Loss | 1811.87 | 1630.29 | 181.58 | 2668.64 | 1064.70 |
Profit Factor | 1.24 | 0.57 | 7.31 | 0.21 | 3.39 |
Trades | 12 | 5 | 7 | 12 | 12 |
Winning Trades | 8 | 2 | 6 | 4 | 10 |
Losing Trades | 4 | 3 | 1 | 8 | 2 |
% Profitable | 66.00 | 40.00 | 85.00 | 33.00 | 83.00 |
Profit/Loss Per Trade % | 0.36 | -1.32 | 1.57 | -1.66 | 1.98 |
Profit Per Trade % | 2.67 | 4.37 | 2.11 | 1.29 | 3.42 |
Loss Per Trade % | 4.08 | 4.91 | 1.63 | 3.09 | 4.73 |
Days In Trade | 182 | 87 | 95 | 182 | 182 |
Days In Trade (Avg. Per Trade) | 15.17 | 17.40 | 13.57 | 15.17 | 15.17 |
% Days In Trade | 50.14 | 23.97 | 26.17 | 50.14 | 50.14 |