Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ARKG | ARK Genomic Revolution ETF | 0.0317 | 28.25 | 1800153 | |||
AMPE | Ampio Pharm | Healthcare | Biotechnology | 2 | 0 | 2.28 | 127638 |
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: | 2092.10 |
Total net P/L: | -7907.90 | Total ROI: | -79.08 % |
CAGR: | -24.14 % | Max. DD: | 109.07 % |
System Score: | -2.777 | Sharpe Ratio: | -1.517 |
Start Date: | 2018-01-02 | End Date: | 2023-08-31 |
Total days: | 2067 | ||
Commissions: | 324.26 | Comm.% P/L | 4.28 % |
Total Transactions: | 304 | Log. Linearity: | 48.634 % |
Total | ![]() |
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ARKG | AMPE | |
---|---|---|---|---|---|
Total Profit/Loss | -7583.64 | -3461.54 | -4122.10 | -1694.72 | -5888.92 |
Total Profit | 15074.12 | 6555.59 | 8518.53 | 7375.78 | 15078.77 |
Total Loss | 22657.76 | 10017.13 | 12640.63 | 9070.50 | 20967.69 |
Profit Factor | 0.67 | 0.65 | 0.67 | 0.81 | 0.72 |
Trades | 76 | 31 | 45 | 76 | 76 |
Winning Trades | 47 | 20 | 27 | 37 | 44 |
Losing Trades | 29 | 11 | 18 | 39 | 32 |
% Profitable | 61.00 | 64.00 | 60.00 | 48.00 | 57.00 |
Profit/Loss Per Trade % | -1.87 | -0.67 | -2.69 | -0.10 | -2.43 |
Profit Per Trade % | 11.09 | 10.88 | 11.23 | 6.17 | 11.85 |
Loss Per Trade % | 17.27 | 16.93 | 17.48 | 5.55 | 15.99 |
Days In Trade | 954 | 373 | 581 | 954 | 954 |
Days In Trade (Avg. Per Trade) | 12.55 | 12.03 | 12.91 | 12.55 | 12.55 |
% Days In Trade | 46.15 | 18.05 | 28.11 | 46.15 | 46.15 |