Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AAPL | Apple Inc | Technology | Consumer Electronics | 3577062 | 0.0042 | 228.26 | 55249638 |
MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3156701 | 0.0078 | 424.58 | 19749388 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 30 | 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: | 12017.25 |
Total net P/L: | 2017.25 | Total ROI: | 20.17 % |
CAGR: | 3.51 % | Max. DD: | 29.26 % |
System Score: | 0.203 | Sharpe Ratio: | 0.664 |
Start Date: | 2019-01-02 | End Date: | 2024-04-30 |
Total days: | 1945 | ||
Commissions: | 305.73 | Comm.% P/L | 13.16 % |
Total Transactions: | 304 | Log. Linearity: | 38.684 % |
Total | Long | Short | AAPL | MSFT | |
---|---|---|---|---|---|
Total Profit/Loss | 2322.98 | 813.82 | 1509.16 | 8656.55 | -6333.57 |
Total Profit | 12189.88 | 5257.30 | 6932.58 | 23036.90 | 11986.06 |
Total Loss | 9866.90 | 4443.48 | 5423.41 | 14380.34 | 18319.63 |
Profit Factor | 1.24 | 1.18 | 1.28 | 1.60 | 0.65 |
Trades | 76 | 35 | 41 | 76 | 76 |
Winning Trades | 52 | 25 | 27 | 45 | 38 |
Losing Trades | 24 | 10 | 14 | 30 | 38 |
% Profitable | 68.00 | 71.00 | 65.00 | 59.00 | 50.00 |
Profit/Loss Per Trade % | 0.28 | 0.26 | 0.30 | 0.93 | -0.92 |
Profit Per Trade % | 2.29 | 2.04 | 2.52 | 4.97 | 3.08 |
Loss Per Trade % | 3.84 | 3.96 | 3.76 | 4.63 | 4.59 |
Days In Trade | 1069 | 509 | 560 | 1069 | 1069 |
Days In Trade (Avg. Per Trade) | 14.07 | 14.54 | 13.66 | 14.07 | 14.07 |
% Days In Trade | 54.96 | 26.17 | 28.79 | 54.96 | 54.96 |