Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
INTU | Intuit Inc | Technology | Software - Application | 215230 | 0.0054 | 771.58 | 1687994 |
ACN | Accenture plc | Technology | Information Technology Services | 198857 | 0.0186 | 317.65 | 2854629 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 50 | Entry Mode: | Uptick | Reversals: | |
Regression Per: | 20 | ||||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 21370.71 |
Total net P/L: | 11370.71 | Total ROI: | 113.71 % |
CAGR: | 15.57 % | Max. DD: | 18.80 % |
System Score: | 9.884 | Sharpe Ratio: | 1.899 |
Start Date: | 2020-01-02 | End Date: | 2025-03-31 |
Total days: | 1915 | ||
Commissions: | 288.00 | Comm.% P/L | 2.47 % |
Total Transactions: | 288 | Log. Linearity: | 85.934 % |
Total | ![]() |
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INTU | ACN | |
---|---|---|---|---|---|
Total Profit/Loss | 11658.71 | 7352.99 | 4305.72 | 20361.65 | -8702.94 |
Total Profit | 21342.50 | 11064.38 | 10278.12 | 29229.81 | 14428.75 |
Total Loss | 9683.79 | 3711.39 | 5972.40 | 8868.16 | 23131.69 |
Profit Factor | 2.20 | 2.98 | 1.72 | 3.30 | 0.62 |
Trades | 72 | 31 | 41 | 72 | 72 |
Winning Trades | 48 | 22 | 26 | 52 | 32 |
Losing Trades | 24 | 9 | 15 | 20 | 39 |
% Profitable | 66.00 | 70.00 | 63.00 | 72.00 | 44.00 |
Profit/Loss Per Trade % | 1.09 | 1.65 | 0.68 | 1.92 | -1.00 |
Profit Per Trade % | 3.25 | 3.53 | 3.01 | 4.23 | 3.59 |
Loss Per Trade % | 3.01 | 2.77 | 3.16 | 3.71 | 4.51 |
Days In Trade | 822 | 292 | 530 | 822 | 822 |
Days In Trade (Avg. Per Trade) | 11.42 | 9.42 | 12.93 | 11.42 | 11.42 |
% Days In Trade | 42.92 | 15.25 | 27.68 | 42.92 | 42.92 |