Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PLTR | Palantir Technologies Inc | Technology | Software - Infrastructure | 84065 | 39.24 | 56494828 | |
TYL | Tyler Technologies Inc | Technology | Software - Application | 24926 | 581.55 | 224078 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Inverted: | PLTR | Transformed: | n/a | A=1000.0 B=0.1 | |
MA Period: | 15 | MA Type: | SMA | 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: | 12863.67 |
Total net P/L: | 2863.67 | Total ROI: | 28.64 % |
CAGR: | 6.74 % | Max. DD: | 75.69 % |
System Score: | 0.145 | Sharpe Ratio: | 0.851 |
Start Date: | 2020-10-21 | End Date: | 2024-08-30 |
Total days: | 1409 | ||
Commissions: | 1262.86 | Comm.% P/L | 30.60 % |
Total Transactions: | 220 | Log. Linearity: | 27.829 % |
Total | Long | Short | PLTR | TYL | |
---|---|---|---|---|---|
Total Profit/Loss | 4126.53 | -7587.16 | 11713.69 | 13302.52 | -9175.99 |
Total Profit | 124024.54 | 55581.49 | 68443.05 | 100887.58 | 32673.27 |
Total Loss | 119898.01 | 63168.65 | 56729.36 | 87585.06 | 41849.26 |
Profit Factor | 1.03 | 0.88 | 1.21 | 1.15 | 0.78 |
Trades | 55 | 27 | 28 | 55 | 55 |
Winning Trades | 24 | 11 | 13 | 25 | 26 |
Losing Trades | 31 | 16 | 15 | 30 | 29 |
% Profitable | 43.00 | 40.00 | 46.00 | 45.00 | 47.00 |
Profit/Loss Per Trade % | 0.54 | -1.96 | 3.00 | 1.36 | -0.23 |
Profit Per Trade % | 20.07 | 16.87 | 22.85 | 15.91 | 4.56 |
Loss Per Trade % | 11.64 | 12.41 | 10.81 | 9.10 | 4.18 |
Days In Trade | 799 | 405 | 394 | 799 | 799 |
Days In Trade (Avg. Per Trade) | 14.53 | 15.00 | 14.07 | 14.53 | 14.53 |
% Days In Trade | 56.71 | 28.74 | 27.96 | 56.71 | 56.71 |