Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
NVDA | NVIDIA Corporation | Technology | Semiconductors | 2916532 | 0.0003 | 119.53 | 292187059 |
SOXX | iShares Semiconductor ETF | 0.0156 | 204.44 | 3496977 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 10 | Entry Mode: | Uptick | Reversals: | |
Regression Per: | 15 | ||||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 7981.52 |
Total net P/L: | -2018.48 | Total ROI: | -20.18 % |
CAGR: | -27.95 % | Max. DD: | 29.11 % |
System Score: | -13.945 | Sharpe Ratio: | -1.298 |
Start Date: | 2023-11-01 | End Date: | 2024-07-09 |
Total days: | 251 | ||
Commissions: | 44.21 | Comm.% P/L | 2.24 % |
Total Transactions: | 44 | Log. Linearity: | 79.310 % |
Total | ![]() |
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NVDA | SOXX | |
---|---|---|---|---|---|
Total Profit/Loss | -1974.27 | 1176.73 | -3150.99 | -3342.20 | 1367.93 |
Total Profit | 1443.50 | 1277.44 | 166.06 | 1735.36 | 1825.85 |
Total Loss | 3417.76 | 100.71 | 3317.05 | 5077.56 | 457.92 |
Profit Factor | 0.42 | 12.68 | 0.05 | 0.34 | 3.99 |
Trades | 11 | 5 | 6 | 11 | 11 |
Winning Trades | 5 | 4 | 1 | 4 | 7 |
Losing Trades | 6 | 1 | 5 | 7 | 4 |
% Profitable | 45.00 | 80.00 | 16.00 | 36.00 | 63.00 |
Profit/Loss Per Trade % | -1.98 | 2.99 | -5.94 | -3.50 | 1.32 |
Profit Per Trade % | 3.61 | 4.01 | 2.04 | 5.48 | 2.97 |
Loss Per Trade % | 6.25 | 0.99 | 7.34 | 7.99 | 1.46 |
Days In Trade | 89 | 27 | 62 | 89 | 89 |
Days In Trade (Avg. Per Trade) | 8.09 | 5.40 | 10.33 | 8.09 | 8.09 |
% Days In Trade | 35.46 | 10.76 | 24.70 | 35.46 | 35.46 |