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: | TYL | 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: | 9245.75 |
Total net P/L: | -754.25 | Total ROI: | -7.54 % |
CAGR: | -7.62 % | Max. DD: | 62.38 % |
System Score: | -0.001 | Sharpe Ratio: | 0.273 |
Start Date: | 2023-01-02 | End Date: | 2023-12-29 |
Total days: | 361 | ||
Commissions: | 122.94 | Comm.% P/L | 19.47 % |
Total Transactions: | 60 | Log. Linearity: | 5.484 % |
Total | Long | Short | PLTR | TYL | |
---|---|---|---|---|---|
Total Profit/Loss | -631.31 | 4358.86 | -4990.17 | -1999.70 | 1368.39 |
Total Profit | 7577.97 | 4663.31 | 2914.66 | 5967.52 | 2150.26 |
Total Loss | 8209.28 | 304.45 | 7904.83 | 7967.22 | 781.87 |
Profit Factor | 0.92 | 15.32 | 0.37 | 0.75 | 2.75 |
Trades | 15 | 6 | 9 | 15 | 15 |
Winning Trades | 10 | 4 | 6 | 9 | 10 |
Losing Trades | 5 | 2 | 3 | 6 | 4 |
% Profitable | 66.00 | 66.00 | 66.00 | 60.00 | 66.00 |
Profit/Loss Per Trade % | -0.41 | 11.30 | -7.52 | -1.76 | 1.77 |
Profit Per Trade % | 11.44 | 18.38 | 7.03 | 9.86 | 3.58 |
Loss Per Trade % | 15.37 | 1.58 | 25.58 | 12.91 | 2.19 |
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 |