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 |
SMH | VanEck Semiconductor ETF | 0 | 228.96 | 7232554 |
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: | 8506.70 |
Total net P/L: | -1493.30 | Total ROI: | -14.93 % |
CAGR: | -20.96 % | Max. DD: | 22.57 % |
System Score: | -10.889 | Sharpe Ratio: | -1.133 |
Start Date: | 2023-11-01 | End Date: | 2024-07-09 |
Total days: | 251 | ||
Commissions: | 44.36 | Comm.% P/L | 3.06 % |
Total Transactions: | 44 | Log. Linearity: | 80.392 % |
Total | ![]() |
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NVDA | SMH | |
---|---|---|---|---|---|
Total Profit/Loss | -1448.94 | 1052.74 | -2501.68 | -2309.62 | 860.68 |
Total Profit | 1127.24 | 1127.24 | 0.00 | 2200.54 | 1933.98 |
Total Loss | 2576.18 | 74.50 | 2501.68 | 4510.16 | 1073.30 |
Profit Factor | 0.44 | 15.13 | 0.00 | 0.49 | 1.80 |
Trades | 11 | 6 | 5 | 11 | 11 |
Winning Trades | 5 | 5 | 0 | 5 | 6 |
Losing Trades | 6 | 1 | 5 | 6 | 5 |
% Profitable | 45.00 | 83.00 | 0.00 | 45.00 | 54.00 |
Profit/Loss Per Trade % | -1.42 | 2.07 | -5.44 | -2.42 | 0.77 |
Profit Per Trade % | 2.64 | 2.64 | 0.00 | 5.02 | 3.49 |
Loss Per Trade % | 4.54 | 0.74 | 5.32 | 8.03 | 2.37 |
Days In Trade | 77 | 33 | 44 | 77 | 77 |
Days In Trade (Avg. Per Trade) | 7.00 | 5.50 | 8.80 | 7.00 | 7.00 |
% Days In Trade | 30.68 | 13.15 | 17.53 | 30.68 | 30.68 |