Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ADBE | Adobe Systems Incorporated | Technology | Software - Application | 168692 | 387.89 | 3397279 | |
ANSS | ANSYS Inc | Technology | Software - Application | 28315 | 323.04 | 469414 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | 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: | 8056.11 |
Total net P/L: | -1943.89 | Total ROI: | -19.44 % |
CAGR: | -3.86 % | Max. DD: | 51.82 % |
System Score: | -0.015 | Sharpe Ratio: | -0.198 |
Start Date: | 2019-01-02 | End Date: | 2024-06-28 |
Total days: | 2004 | ||
Commissions: | 348.00 | Comm.% P/L | 21.81 % |
Total Transactions: | 348 | Log. Linearity: | 15.855 % |
Total | ![]() |
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ADBE | ANSS | |
---|---|---|---|---|---|
Total Profit/Loss | -1595.89 | 987.89 | -2583.78 | -2369.35 | 773.46 |
Total Profit | 17188.94 | 9706.94 | 7482.00 | 21927.03 | 21505.26 |
Total Loss | 18784.83 | 8719.05 | 10065.78 | 24296.38 | 20731.80 |
Profit Factor | 0.92 | 1.11 | 0.74 | 0.90 | 1.04 |
Trades | 87 | 44 | 43 | 87 | 87 |
Winning Trades | 58 | 32 | 26 | 43 | 48 |
Losing Trades | 29 | 12 | 17 | 44 | 39 |
% Profitable | 66.00 | 72.00 | 60.00 | 49.00 | 55.00 |
Profit/Loss Per Trade % | -0.21 | 0.03 | -0.46 | -0.27 | -0.16 |
Profit Per Trade % | 2.62 | 2.54 | 2.70 | 4.42 | 3.78 |
Loss Per Trade % | 5.37 | 5.97 | 4.95 | 4.45 | 4.59 |
Days In Trade | 1078 | 519 | 559 | 1078 | 1078 |
Days In Trade (Avg. Per Trade) | 12.39 | 11.80 | 13.00 | 12.39 | 12.39 |
% Days In Trade | 53.79 | 25.90 | 27.89 | 53.79 | 53.79 |