Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AMZN | Amazon.com Inc | Consumer Cyclical | Internet Retail | 2371810 | 223.41 | 42362918 | |
EBAY | eBay Inc | Consumer Cyclical | Internet Retail | 35190 | 0.0156 | 76.36 | 5200267 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
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: | 27693.82 |
Total net P/L: | 17693.82 | Total ROI: | 176.94 % |
CAGR: | 20.36 % | Max. DD: | 34.12 % |
System Score: | 7.745 | Sharpe Ratio: | 1.908 |
Start Date: | 2020-01-02 | End Date: | 2025-06-30 |
Total days: | 2006 | ||
Commissions: | 486.24 | Comm.% P/L | 2.67 % |
Total Transactions: | 340 | Log. Linearity: | 72.452 % |
Total | ![]() |
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AMZN | EBAY | |
---|---|---|---|---|---|
Total Profit/Loss | 18180.06 | 11819.52 | 6360.54 | 13442.27 | 4737.79 |
Total Profit | 50739.83 | 29772.54 | 20967.29 | 46346.18 | 37443.03 |
Total Loss | 32559.78 | 17953.03 | 14606.75 | 32903.91 | 32705.24 |
Profit Factor | 1.56 | 1.66 | 1.44 | 1.41 | 1.14 |
Trades | 85 | 42 | 43 | 85 | 85 |
Winning Trades | 61 | 31 | 30 | 60 | 50 |
Losing Trades | 24 | 11 | 13 | 25 | 35 |
% Profitable | 71.00 | 73.00 | 69.00 | 70.00 | 58.00 |
Profit/Loss Per Trade % | 1.24 | 1.42 | 1.06 | 0.93 | 0.12 |
Profit Per Trade % | 4.44 | 4.85 | 4.01 | 4.09 | 3.88 |
Loss Per Trade % | 6.02 | 6.88 | 5.31 | 5.85 | 4.81 |
Days In Trade | 934 | 432 | 502 | 934 | 934 |
Days In Trade (Avg. Per Trade) | 10.99 | 10.29 | 11.67 | 10.99 | 10.99 |
% Days In Trade | 46.56 | 21.54 | 25.02 | 46.56 | 46.56 |