Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AAPL | Apple Inc | Technology | Consumer Electronics | 3419781 | 0.0042 | 227.65 | 55535928 |
MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3064435 | 0.0075 | 412.22 | 20335817 |
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 | ![]() |
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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 |