Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
HUBS | HubSpot Inc | Technology | Software - Application | 37031 | 717.33 | 612649 | |
XLK | Technology Select Sector SPDR® Fund | 0.0047 | 230.5 | 4978545 |
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: | 10800.75 |
Total net P/L: | 800.75 | Total ROI: | 8.01 % |
CAGR: | 11.85 % | Max. DD: | 9.38 % |
System Score: | 0.361 | Sharpe Ratio: | 0.623 |
Start Date: | 2023-11-01 | End Date: | 2024-07-09 |
Total days: | 251 | ||
Commissions: | 52.00 | Comm.% P/L | 6.10 % |
Total Transactions: | 52 | Log. Linearity: | 31.232 % |
Total | Long | Short | HUBS | XLK | |
---|---|---|---|---|---|
Total Profit/Loss | 852.75 | 47.21 | 805.54 | 2152.59 | -1299.84 |
Total Profit | 2077.77 | 721.24 | 1356.53 | 3368.76 | 805.42 |
Total Loss | 1225.02 | 674.03 | 550.99 | 1216.17 | 2105.26 |
Profit Factor | 1.70 | 1.07 | 2.46 | 2.77 | 0.38 |
Trades | 13 | 4 | 9 | 13 | 13 |
Winning Trades | 10 | 3 | 7 | 9 | 6 |
Losing Trades | 3 | 1 | 2 | 4 | 7 |
% Profitable | 76.00 | 75.00 | 77.00 | 69.00 | 46.00 |
Profit/Loss Per Trade % | 0.63 | 0.12 | 0.86 | 1.57 | -1.00 |
Profit Per Trade % | 2.03 | 2.35 | 1.90 | 3.65 | 1.31 |
Loss Per Trade % | 3.86 | 6.29 | 2.67 | 2.93 | 2.90 |
Days In Trade | 109 | 33 | 76 | 109 | 109 |
Days In Trade (Avg. Per Trade) | 8.38 | 8.25 | 8.44 | 8.38 | 8.38 |
% Days In Trade | 43.43 | 13.15 | 30.28 | 43.43 | 43.43 |