| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3780702 | 0.0067 | 508.68 | 22037534 |
| GOOG | Alphabet Inc Class C | Communication Services | Internet Content & Information | 3517562 | 0.0035 | 291.74 | 23928066 |
| 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 | Long |
Short |
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 |