Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3650046 | 0.0067 | 491.09 | 22116402 |
TXN | Texas Instruments Incorporated | Technology | Semiconductors | 195857 | 0.0262 | 215.59 | 6641555 |
Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
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: | 14822.87 |
Total net P/L: | 4822.87 | Total ROI: | 48.23 % |
CAGR: | 48.39 % | Max. DD: | 14.20 % |
System Score: | 37.160 | Sharpe Ratio: | 1.802 |
Start Date: | 2024-07-01 | End Date: | 2025-06-30 |
Total days: | 364 | ||
Commissions: | 40.00 | Comm.% P/L | 0.82 % |
Total Transactions: | 40 | Log. Linearity: | 91.575 % |
Total | ![]() |
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MSFT | TXN | |
---|---|---|---|---|---|
Total Profit/Loss | 4862.87 | 1748.42 | 3114.45 | -552.74 | 5415.61 |
Total Profit | 5544.63 | 1748.42 | 3796.21 | 1965.12 | 6093.23 |
Total Loss | 681.76 | 0.00 | 681.76 | 2517.86 | 677.62 |
Profit Factor | 8.13 | 0.00 | 5.57 | 0.78 | 8.99 |
Trades | 10 | 4 | 6 | 10 | 10 |
Winning Trades | 9 | 4 | 5 | 4 | 6 |
Losing Trades | 1 | 0 | 1 | 6 | 4 |
% Profitable | 90.00 | 100.00 | 83.00 | 40.00 | 60.00 |
Profit/Loss Per Trade % | 4.05 | 3.68 | 4.30 | -0.55 | 4.41 |
Profit Per Trade % | 5.11 | 3.68 | 6.27 | 3.79 | 8.36 |
Loss Per Trade % | 5.05 | 0.00 | 5.05 | 3.26 | 1.24 |
Days In Trade | 138 | 64 | 74 | 138 | 138 |
Days In Trade (Avg. Per Trade) | 13.80 | 16.00 | 12.33 | 13.80 | 13.80 |
% Days In Trade | 37.91 | 17.58 | 20.33 | 37.91 | 37.91 |