Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GOOG | Alphabet Inc Class C | Communication Services | Internet Content & Information | 2282583 | 0.0039 | 188.2 | 18621908 |
GOOGL | Alphabet Inc Class A | Communication Services | Internet Content & Information | 2282579 | 0.004 | 186.47 | 26630001 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Regression Per: | 15 | ||||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 11488.22 |
Total net P/L: | 1488.22 | Total ROI: | 14.88 % |
CAGR: | 2.77 % | Max. DD: | 0.96 % |
System Score: | 2.435 | Sharpe Ratio: | 3.879 |
Start Date: | 2020-01-02 | End Date: | 2025-01-31 |
Total days: | 1856 | ||
Commissions: | 308.00 | Comm.% P/L | 17.15 % |
Total Transactions: | 308 | Log. Linearity: | 95.842 % |
Total | ![]() |
![]() |
GOOG | GOOGL | |
---|---|---|---|---|---|
Total Profit/Loss | 1796.22 | 773.77 | 1022.46 | -1288.27 | 3084.49 |
Total Profit | 1909.32 | 837.06 | 1072.26 | 12852.21 | 15165.23 |
Total Loss | 113.09 | 63.29 | 49.80 | 14140.48 | 12080.74 |
Profit Factor | 16.88 | 13.23 | 21.53 | 0.91 | 1.26 |
Trades | 77 | 33 | 44 | 77 | 77 |
Winning Trades | 68 | 29 | 39 | 37 | 45 |
Losing Trades | 9 | 4 | 5 | 40 | 32 |
% Profitable | 88.00 | 87.00 | 88.00 | 48.00 | 58.00 |
Profit/Loss Per Trade % | 0.22 | 0.22 | 0.22 | -0.21 | 0.23 |
Profit Per Trade % | 0.26 | 0.27 | 0.26 | 3.21 | 3.03 |
Loss Per Trade % | 0.11 | 0.14 | 0.09 | 3.17 | 3.49 |
Days In Trade | 547 | 248 | 299 | 547 | 547 |
Days In Trade (Avg. Per Trade) | 7.10 | 7.52 | 6.80 | 7.10 | 7.10 |
% Days In Trade | 29.47 | 13.36 | 16.11 | 29.47 | 29.47 |