Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AAPL | Apple Inc | Technology | Consumer Electronics | 3008222 | 0.0051 | 193.42 | 57261689 |
MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 2743545 | 0.0081 | 372.52 | 26765138 |
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: | 13135.54 |
Total net P/L: | 3135.54 | Total ROI: | 31.36 % |
CAGR: | 36.62 % | Max. DD: | 6.54 % |
System Score: | 27.164 | Sharpe Ratio: | 1.710 |
Start Date: | 2023-01-02 | End Date: | 2023-11-17 |
Total days: | 319 | ||
Commissions: | 64.00 | Comm.% P/L | 2.00 % |
Total Transactions: | 64 | Log. Linearity: | 90.519 % |
Total | ![]() |
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AAPL | MSFT | |
---|---|---|---|---|---|
Total Profit/Loss | 3199.54 | 1099.26 | 2100.28 | 2070.01 | 1129.53 |
Total Profit | 4286.02 | 1931.94 | 2354.08 | 3867.97 | 4247.88 |
Total Loss | 1086.48 | 832.68 | 253.80 | 1797.96 | 3118.35 |
Profit Factor | 3.94 | 2.32 | 9.28 | 2.15 | 1.36 |
Trades | 16 | 9 | 7 | 16 | 16 |
Winning Trades | 14 | 8 | 6 | 12 | 9 |
Losing Trades | 2 | 1 | 1 | 4 | 7 |
% Profitable | 87.00 | 88.00 | 85.00 | 75.00 | 56.00 |
Profit/Loss Per Trade % | 1.75 | 1.16 | 2.53 | 0.88 | 0.69 |
Profit Per Trade % | 2.63 | 2.08 | 3.37 | 2.64 | 4.20 |
Loss Per Trade % | 4.17 | 5.96 | 2.41 | 3.99 | 3.53 |
Days In Trade | 156 | 90 | 66 | 156 | 156 |
Days In Trade (Avg. Per Trade) | 9.75 | 10.00 | 9.43 | 9.75 | 9.75 |
% Days In Trade | 48.90 | 28.21 | 20.69 | 48.90 | 48.90 |