Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 2743545 | 0.0081 | 372.52 | 26765138 |
AMZN | Amazon.com Inc | Consumer Cyclical | Internet Retail | 1496777 | 0 | 146.88 | 56684536 |
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: | 10891.20 |
Total net P/L: | 891.20 | Total ROI: | 8.91 % |
CAGR: | 4.39 % | Max. DD: | 18.21 % |
System Score: | 0.807 | Sharpe Ratio: | 0.442 |
Start Date: | 2021-01-04 | End Date: | 2022-12-30 |
Total days: | 725 | ||
Commissions: | 104.00 | Comm.% P/L | 10.45 % |
Total Transactions: | 104 | Log. Linearity: | 56.861 % |
Total | ![]() |
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MSFT | AMZN | |
---|---|---|---|---|---|
Total Profit/Loss | 995.20 | 1662.02 | -666.83 | -2712.30 | 3707.50 |
Total Profit | 6195.30 | 1662.02 | 4533.28 | 4251.96 | 9757.49 |
Total Loss | 5200.10 | 0.00 | 5200.10 | 6964.26 | 6050.00 |
Profit Factor | 1.19 | 0.00 | 0.87 | 0.61 | 1.61 |
Trades | 26 | 6 | 20 | 26 | 26 |
Winning Trades | 18 | 6 | 12 | 8 | 16 |
Losing Trades | 8 | 0 | 8 | 18 | 10 |
% Profitable | 69.00 | 100.00 | 60.00 | 30.00 | 61.00 |
Profit/Loss Per Trade % | 0.37 | 2.50 | -0.26 | -1.10 | 1.24 |
Profit Per Trade % | 3.18 | 2.50 | 3.53 | 4.70 | 5.57 |
Loss Per Trade % | 5.46 | 0.00 | 5.46 | 3.53 | 4.91 |
Days In Trade | 284 | 54 | 230 | 284 | 284 |
Days In Trade (Avg. Per Trade) | 10.92 | 9.00 | 11.50 | 10.92 | 10.92 |
% Days In Trade | 39.17 | 7.45 | 31.72 | 39.17 | 39.17 |