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: | WMA | 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: | 4246.77 |
Total net P/L: | -5753.23 | Total ROI: | -57.53 % |
CAGR: | -19.90 % | Max. DD: | 86.17 % |
System Score: | -8.095 | Sharpe Ratio: | -0.071 |
Start Date: | 2020-10-21 | End Date: | 2024-08-30 |
Total days: | 1409 | ||
Commissions: | 588.94 | Comm.% P/L | 11.40 % |
Total Transactions: | 212 | Log. Linearity: | 74.100 % |
Total | Long | Short | PLTR | TYL | |
---|---|---|---|---|---|
Total Profit/Loss | -5164.29 | -4539.00 | -625.29 | 2027.55 | -7191.84 |
Total Profit | 48180.49 | 21236.25 | 26944.24 | 40272.10 | 11519.49 |
Total Loss | 53344.78 | 25775.25 | 27569.53 | 38244.55 | 18711.33 |
Profit Factor | 0.90 | 0.82 | 0.98 | 1.05 | 0.62 |
Trades | 53 | 25 | 28 | 53 | 53 |
Winning Trades | 23 | 11 | 12 | 22 | 26 |
Losing Trades | 30 | 14 | 16 | 31 | 27 |
% Profitable | 43.00 | 44.00 | 42.00 | 41.00 | 49.00 |
Profit/Loss Per Trade % | -1.51 | -3.88 | 0.65 | 0.11 | -1.10 |
Profit Per Trade % | 15.70 | 12.94 | 18.29 | 13.81 | 3.22 |
Loss Per Trade % | 12.12 | 14.47 | 10.10 | 8.34 | 4.87 |
Days In Trade | 667 | 349 | 318 | 667 | 667 |
Days In Trade (Avg. Per Trade) | 12.58 | 13.96 | 11.36 | 12.58 | 12.58 |
% Days In Trade | 47.34 | 24.77 | 22.57 | 47.34 | 47.34 |