| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| AAPL | Apple Inc | Technology | Consumer Electronics | 4039406 | 0.0038 | 272.19 | 55048693 |
| MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3597504 | 0.0071 | 483.98 | 22093907 |
| 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: | 9099.66 |
| Total net P/L: | -900.34 | Total ROI: | -9.00 % |
| CAGR: | -4.64 % | Max. DD: | 20.05 % |
| System Score: | -0.002 | Sharpe Ratio: | -0.347 |
| Start Date: | 2021-01-04 | End Date: | 2022-12-30 |
| Total days: | 725 | ||
| Commissions: | 112.00 | Comm.% P/L | 14.21 % |
| Total Transactions: | 112 | Log. Linearity: | 7.156 % |
| Total | Long |
Short |
AAPL | MSFT | |
|---|---|---|---|---|---|
| Total Profit/Loss | -788.34 | -294.77 | -493.57 | 6343.18 | -7131.52 |
| Total Profit | 3404.25 | 1985.30 | 1418.95 | 10745.02 | 1712.36 |
| Total Loss | 4192.59 | 2280.07 | 1912.52 | 4401.84 | 8843.88 |
| Profit Factor | 0.81 | 0.87 | 0.74 | 2.44 | 0.19 |
| Trades | 28 | 16 | 12 | 28 | 28 |
| Winning Trades | 16 | 10 | 6 | 20 | 6 |
| Losing Trades | 12 | 6 | 6 | 8 | 22 |
| % Profitable | 57.00 | 62.00 | 50.00 | 71.00 | 21.00 |
| Profit/Loss Per Trade % | -0.29 | -0.14 | -0.50 | 2.31 | -2.79 |
| Profit Per Trade % | 2.23 | 2.12 | 2.41 | 5.66 | 2.88 |
| Loss Per Trade % | 3.44 | 3.72 | 3.16 | 5.45 | 4.19 |
| Days In Trade | 368 | 202 | 166 | 368 | 368 |
| Days In Trade (Avg. Per Trade) | 13.14 | 12.62 | 13.83 | 13.14 | 13.14 |
| % Days In Trade | 50.76 | 27.86 | 22.90 | 50.76 | 50.76 |