Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PTON | Peloton Interactive Inc | Consumer Cyclical | Leisure | 1313 | 3.54 | 12862887 | |
SBFM | Sunshine Biopharma Inc | Healthcare | Drug Manufacturers - Specialty & Generic | 1 | 0.9897 | 714859 |
Entry Threshold: | 0.50 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
RSI Period: | 6 | RSI Threshold: | 15 | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 20000.00 | Final Equity: | 1877992.85 |
Total net P/L: | 1857992.85 | Total ROI: | 9289.96 % |
CAGR: | 662.75 % | Max. DD: | 80.05 % |
System Score: | 455.233 | Sharpe Ratio: | 2.364 |
Start Date: | 2022-01-03 | End Date: | 2024-03-29 |
Total days: | 816 | ||
Commissions: | 61270.03 | Comm.% P/L | 3.19 % |
Total Transactions: | 212 | Log. Linearity: | 88.233 % |
Total | Long | Short | PTON | SBFM | |
---|---|---|---|---|---|
Total Profit/Loss | 1919262.88 | 1930855.22 | -11592.34 | 1286958.55 | 632304.33 |
Total Profit | 3968221.26 | 2020457.65 | 1947763.61 | 2092649.87 | 3111691.14 |
Total Loss | 2048958.38 | 89602.43 | 1959355.95 | 805691.32 | 2479386.81 |
Profit Factor | 1.94 | 22.55 | 0.99 | 2.60 | 1.26 |
Trades | 53 | 22 | 31 | 53 | 53 |
Winning Trades | 40 | 18 | 22 | 35 | 34 |
Losing Trades | 13 | 4 | 9 | 18 | 19 |
% Profitable | 75.00 | 81.00 | 70.00 | 66.00 | 64.00 |
Profit/Loss Per Trade % | 9.10 | 15.15 | 5.01 | 4.30 | 3.32 |
Profit Per Trade % | 19.20 | 20.29 | 18.32 | 12.60 | 17.49 |
Loss Per Trade % | 13.54 | 5.30 | 17.41 | 9.51 | 13.44 |
Days In Trade | 540 | 220 | 320 | 540 | 540 |
Days In Trade (Avg. Per Trade) | 10.19 | 10.00 | 10.32 | 10.19 | 10.19 |
% Days In Trade | 66.18 | 26.96 | 39.22 | 66.18 | 66.18 |