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: | 0.50 | 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: | 1439225.67 |
Total net P/L: | 1419225.67 | Total ROI: | 7096.13 % |
CAGR: | 760.90 % | Max. DD: | 80.05 % |
System Score: | 502.095 | Sharpe Ratio: | 2.235 |
Start Date: | 2022-01-03 | End Date: | 2023-12-29 |
Total days: | 725 | ||
Commissions: | 31390.18 | Comm.% P/L | 2.16 % |
Total Transactions: | 184 | Log. Linearity: | 87.060 % |
Total | Long | Short | PTON | SBFM | |
---|---|---|---|---|---|
Total Profit/Loss | 1450615.85 | 832711.00 | 617904.85 | 383568.15 | 1067047.70 |
Total Profit | 1949841.12 | 922313.43 | 1027527.69 | 1189259.47 | 1715399.01 |
Total Loss | 499225.27 | 89602.43 | 409622.84 | 805691.32 | 648351.31 |
Profit Factor | 3.91 | 10.29 | 2.51 | 1.48 | 2.65 |
Trades | 46 | 19 | 27 | 46 | 46 |
Winning Trades | 34 | 15 | 19 | 28 | 29 |
Losing Trades | 12 | 4 | 8 | 18 | 17 |
% Profitable | 73.00 | 78.00 | 70.00 | 60.00 | 63.00 |
Profit/Loss Per Trade % | 9.87 | 13.94 | 7.10 | 3.81 | 4.83 |
Profit Per Trade % | 18.00 | 19.74 | 16.64 | 13.91 | 16.51 |
Loss Per Trade % | 9.94 | 5.30 | 12.34 | 9.51 | 11.10 |
Days In Trade | 494 | 209 | 285 | 494 | 494 |
Days In Trade (Avg. Per Trade) | 10.74 | 11.00 | 10.56 | 10.74 | 10.74 |
% Days In Trade | 68.14 | 28.83 | 39.31 | 68.14 | 68.14 |