Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 2879180 | 0.0089 | 387.3 | 21922287 |
AMZN | Amazon.com Inc | Consumer Cyclical | Internet Retail | 1979637 | 186.54 | 41809626 |
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: | 12796.88 |
Total net P/L: | 2796.88 | Total ROI: | 27.97 % |
CAGR: | 14.47 % | Max. DD: | 26.26 % |
System Score: | 0.103 | Sharpe Ratio: | 0.903 |
Start Date: | 2022-01-03 | End Date: | 2023-10-31 |
Total days: | 666 | ||
Commissions: | 124.00 | Comm.% P/L | 4.25 % |
Total Transactions: | 124 | Log. Linearity: | 19.206 % |
Total | ![]() |
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MSFT | AMZN | |
---|---|---|---|---|---|
Total Profit/Loss | 2920.88 | 1838.12 | 1082.75 | 368.65 | 2552.22 |
Total Profit | 8370.33 | 3486.95 | 4883.38 | 7037.45 | 10710.27 |
Total Loss | 5449.45 | 1648.83 | 3800.62 | 6668.80 | 8158.05 |
Profit Factor | 1.54 | 2.11 | 1.28 | 1.06 | 1.31 |
Trades | 31 | 12 | 19 | 31 | 31 |
Winning Trades | 23 | 10 | 13 | 15 | 18 |
Losing Trades | 8 | 2 | 6 | 16 | 13 |
% Profitable | 74.00 | 83.00 | 68.00 | 48.00 | 58.00 |
Profit/Loss Per Trade % | 0.83 | 1.30 | 0.54 | 0.01 | 0.57 |
Profit Per Trade % | 3.25 | 3.06 | 3.40 | 4.07 | 5.31 |
Loss Per Trade % | 5.60 | 7.01 | 5.14 | 3.62 | 5.23 |
Days In Trade | 355 | 128 | 227 | 355 | 355 |
Days In Trade (Avg. Per Trade) | 11.45 | 10.67 | 11.95 | 11.45 | 11.45 |
% Days In Trade | 53.30 | 19.22 | 34.08 | 53.30 | 53.30 |