Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PTON | Peloton Interactive Inc | Consumer Cyclical | Leisure | 1517 | 4.09 | 13121838 | |
SBFM | Sunshine Biopharma Inc | Healthcare | Drug Manufacturers - Specialty & Generic | 1 | 1.02 | 747617 |
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: | 429042.65 |
Total net P/L: | 409042.65 | Total ROI: | 2045.21 % |
CAGR: | 294.07 % | Max. DD: | 79.17 % |
System Score: | 254.186 | Sharpe Ratio: | 1.846 |
Start Date: | 2022-01-03 | End Date: | 2024-03-29 |
Total days: | 816 | ||
Commissions: | 5164.11 | Comm.% P/L | 1.25 % |
Total Transactions: | 88 | Log. Linearity: | 95.258 % |
Total | Long | Short | PTON | SBFM | |
---|---|---|---|---|---|
Total Profit/Loss | 414206.76 | 414206.76 | 0.00 | 61997.39 | 352209.37 |
Total Profit | 439957.62 | 439957.62 | 0.00 | 174981.55 | 373106.76 |
Total Loss | 25750.86 | 25750.86 | 0.00 | 112984.16 | 20897.39 |
Profit Factor | 17.09 | 17.09 | 0.00 | 1.55 | 17.85 |
Trades | 22 | 22 | 0 | 22 | 22 |
Winning Trades | 18 | 18 | 0 | 13 | 19 |
Losing Trades | 4 | 4 | 0 | 9 | 3 |
% Profitable | 81.00 | 81.00 | 0.00 | 59.00 | 86.00 |
Profit/Loss Per Trade % | 15.11 | 15.11 | 0.00 | 2.13 | 12.28 |
Profit Per Trade % | 20.25 | 20.25 | 0.00 | 12.26 | 15.82 |
Loss Per Trade % | 5.29 | 5.29 | 0.00 | 10.12 | 7.66 |
Days In Trade | 220 | 220 | 0 | 220 | 220 |
Days In Trade (Avg. Per Trade) | 10.00 | 10.00 | 0.00 | 10.00 | 10.00 |
% Days In Trade | 26.96 | 26.96 | 0.00 | 26.96 | 26.96 |