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: | 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: | 9044.68 |
Total net P/L: | -955.32 | Total ROI: | -9.55 % |
CAGR: | -9.65 % | Max. DD: | 59.27 % |
System Score: | -0.000 | Sharpe Ratio: | 0.224 |
Start Date: | 2023-01-02 | End Date: | 2023-12-29 |
Total days: | 361 | ||
Commissions: | 118.12 | Comm.% P/L | 14.11 % |
Total Transactions: | 56 | Log. Linearity: | 3.496 % |
Total | Long | Short | PLTR | TYL | |
---|---|---|---|---|---|
Total Profit/Loss | -837.20 | 3824.44 | -4661.64 | -1684.47 | 847.27 |
Total Profit | 7105.16 | 4124.21 | 2980.95 | 5788.87 | 1745.54 |
Total Loss | 7942.36 | 299.77 | 7642.59 | 7473.34 | 898.27 |
Profit Factor | 0.89 | 13.76 | 0.39 | 0.77 | 1.94 |
Trades | 14 | 6 | 8 | 14 | 14 |
Winning Trades | 10 | 4 | 6 | 10 | 8 |
Losing Trades | 4 | 2 | 2 | 4 | 5 |
% Profitable | 71.00 | 66.00 | 75.00 | 71.00 | 57.00 |
Profit/Loss Per Trade % | -0.60 | 8.24 | -6.75 | -1.22 | 1.06 |
Profit Per Trade % | 10.50 | 13.53 | 8.52 | 8.64 | 3.26 |
Loss Per Trade % | 17.84 | 1.59 | 36.69 | 16.87 | 2.16 |
Days In Trade | 159 | 62 | 97 | 159 | 159 |
Days In Trade (Avg. Per Trade) | 11.36 | 10.33 | 12.12 | 11.36 | 11.36 |
% Days In Trade | 44.04 | 17.17 | 26.87 | 44.04 | 44.04 |