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: | 0.20 | 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: | 1692166.37 |
Total net P/L: | 1672166.37 | Total ROI: | 8360.83 % |
CAGR: | 628.01 % | Max. DD: | 80.05 % |
System Score: | 420.818 | Sharpe Ratio: | 2.342 |
Start Date: | 2022-01-03 | End Date: | 2024-03-29 |
Total days: | 816 | ||
Commissions: | 55608.48 | Comm.% P/L | 3.22 % |
Total Transactions: | 212 | Log. Linearity: | 87.507 % |
Total | Long | Short | PTON | SBFM | |
---|---|---|---|---|---|
Total Profit/Loss | 1727774.85 | 1758593.29 | -30818.44 | 1157310.45 | 570464.40 |
Total Profit | 3618860.70 | 1840243.55 | 1778617.15 | 1928078.54 | 2822586.66 |
Total Loss | 1891085.85 | 81650.26 | 1809435.59 | 770768.09 | 2252122.26 |
Profit Factor | 1.91 | 22.54 | 0.98 | 2.50 | 1.25 |
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 % | 8.89 | 15.15 | 4.66 | 4.09 | 3.30 |
Profit Per Trade % | 19.20 | 20.29 | 18.32 | 12.60 | 17.47 |
Loss Per Trade % | 14.18 | 5.30 | 18.36 | 9.89 | 13.44 |
Days In Trade | 541 | 220 | 321 | 541 | 541 |
Days In Trade (Avg. Per Trade) | 10.21 | 10.00 | 10.35 | 10.21 | 10.21 |
% Days In Trade | 66.30 | 26.96 | 39.34 | 66.30 | 66.30 |