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: | 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: | 8191.06 |
Total net P/L: | -1808.94 | Total ROI: | -18.09 % |
CAGR: | -5.21 % | Max. DD: | 68.61 % |
System Score: | -0.013 | Sharpe Ratio: | 0.402 |
Start Date: | 2020-12-08 | End Date: | 2024-08-30 |
Total days: | 1361 | ||
Commissions: | 573.22 | Comm.% P/L | 46.39 % |
Total Transactions: | 204 | Log. Linearity: | 13.660 % |
Total | Long | Short | PLTR | TYL | |
---|---|---|---|---|---|
Total Profit/Loss | -1235.72 | 352.91 | -1588.63 | -1256.86 | 21.14 |
Total Profit | 39966.44 | 18606.70 | 21359.74 | 31670.68 | 11532.52 |
Total Loss | 41202.16 | 18253.79 | 22948.37 | 32927.54 | 11511.38 |
Profit Factor | 0.97 | 1.02 | 0.93 | 0.96 | 1.00 |
Trades | 51 | 27 | 24 | 51 | 51 |
Winning Trades | 22 | 13 | 9 | 20 | 29 |
Losing Trades | 29 | 14 | 15 | 31 | 22 |
% Profitable | 43.00 | 48.00 | 37.00 | 39.00 | 56.00 |
Profit/Loss Per Trade % | -0.31 | -0.09 | -0.55 | -0.17 | 0.25 |
Profit Per Trade % | 14.82 | 13.80 | 16.31 | 12.84 | 3.53 |
Loss Per Trade % | 9.87 | 10.82 | 8.98 | 7.52 | 3.79 |
Days In Trade | 711 | 407 | 304 | 711 | 711 |
Days In Trade (Avg. Per Trade) | 13.94 | 15.07 | 12.67 | 13.94 | 13.94 |
% Days In Trade | 52.24 | 29.90 | 22.34 | 52.24 | 52.24 |