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: | 5491.56 |
Total net P/L: | -4508.44 | Total ROI: | -45.08 % |
CAGR: | -45.45 % | Max. DD: | 66.65 % |
System Score: | -1.664 | Sharpe Ratio: | -0.545 |
Start Date: | 2023-01-02 | End Date: | 2023-12-29 |
Total days: | 361 | ||
Commissions: | 159.02 | Comm.% P/L | 3.66 % |
Total Transactions: | 60 | Log. Linearity: | 33.204 % |
Total | Long | Short | PLTR | TYL | |
---|---|---|---|---|---|
Total Profit/Loss | -4349.42 | -7974.01 | 3624.59 | -1312.80 | -3036.62 |
Total Profit | 8073.67 | 166.32 | 7907.35 | 8229.67 | 917.76 |
Total Loss | 12423.09 | 8140.33 | 4282.76 | 9542.47 | 3954.38 |
Profit Factor | 0.65 | 0.02 | 1.85 | 0.86 | 0.23 |
Trades | 15 | 6 | 9 | 15 | 15 |
Winning Trades | 4 | 1 | 3 | 5 | 4 |
Losing Trades | 11 | 5 | 6 | 9 | 11 |
% Profitable | 26.00 | 16.00 | 33.00 | 33.00 | 26.00 |
Profit/Loss Per Trade % | -3.82 | -12.62 | 2.54 | -1.58 | -1.92 |
Profit Per Trade % | 19.46 | 3.12 | 25.46 | 15.58 | 2.20 |
Loss Per Trade % | 10.41 | 14.50 | 7.12 | 9.94 | 3.25 |
Days In Trade | 192 | 68 | 124 | 192 | 192 |
Days In Trade (Avg. Per Trade) | 12.80 | 11.33 | 13.78 | 12.80 | 12.80 |
% Days In Trade | 53.19 | 18.84 | 34.35 | 53.19 | 53.19 |