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: | T3 | 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: | 3261.44 |
Total net P/L: | -6738.56 | Total ROI: | -67.39 % |
CAGR: | -67.79 % | Max. DD: | 76.16 % |
System Score: | -30.066 | Sharpe Ratio: | -1.275 |
Start Date: | 2023-01-02 | End Date: | 2023-12-29 |
Total days: | 361 | ||
Commissions: | 139.00 | Comm.% P/L | 2.11 % |
Total Transactions: | 60 | Log. Linearity: | 76.262 % |
Total | Long | Short | PLTR | TYL | |
---|---|---|---|---|---|
Total Profit/Loss | -6599.56 | -8614.48 | 2014.92 | -4386.62 | -2212.94 |
Total Profit | 5932.56 | 99.48 | 5833.08 | 5446.32 | 1172.74 |
Total Loss | 12532.12 | 8713.96 | 3818.16 | 9832.94 | 3385.68 |
Profit Factor | 0.47 | 0.01 | 1.53 | 0.55 | 0.35 |
Trades | 15 | 7 | 8 | 15 | 15 |
Winning Trades | 4 | 1 | 3 | 3 | 5 |
Losing Trades | 11 | 6 | 5 | 12 | 10 |
% Profitable | 26.00 | 14.00 | 37.00 | 20.00 | 33.00 |
Profit/Loss Per Trade % | -7.08 | -15.71 | 1.18 | -4.47 | -2.11 |
Profit Per Trade % | 17.97 | 3.14 | 23.37 | 22.97 | 2.82 |
Loss Per Trade % | 13.81 | 17.05 | 10.04 | 9.91 | 4.31 |
Days In Trade | 218 | 100 | 118 | 218 | 218 |
Days In Trade (Avg. Per Trade) | 14.53 | 14.29 | 14.75 | 14.53 | 14.53 |
% Days In Trade | 60.39 | 27.70 | 32.69 | 60.39 | 60.39 |