Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
EA | Electronic Arts Inc | Communication Services | Electronic Gaming & Multimedia | 39040 | 0.0048 | 153.53 | 3010969 |
CMCSA | Comcast Corp | Communication Services | Telecom Services | 134376 | 0.037 | 35.44 | 22988211 |
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: | 18455.16 |
Total net P/L: | 8455.16 | Total ROI: | 84.55 % |
CAGR: | 11.79 % | Max. DD: | 27.37 % |
System Score: | 2.504 | Sharpe Ratio: | 1.379 |
Start Date: | 2020-01-02 | End Date: | 2025-06-30 |
Total days: | 2006 | ||
Commissions: | 443.12 | Comm.% P/L | 4.98 % |
Total Transactions: | 316 | Log. Linearity: | 59.653 % |
Total | ![]() |
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EA | CMCSA | |
---|---|---|---|---|---|
Total Profit/Loss | 8898.28 | -2163.46 | 11061.74 | 1369.71 | 7528.57 |
Total Profit | 27287.16 | 9541.48 | 17745.68 | 22483.93 | 25392.79 |
Total Loss | 18388.88 | 11704.94 | 6683.94 | 21114.22 | 17864.22 |
Profit Factor | 1.48 | 0.82 | 2.65 | 1.06 | 1.42 |
Trades | 79 | 30 | 49 | 79 | 79 |
Winning Trades | 56 | 18 | 38 | 45 | 53 |
Losing Trades | 23 | 12 | 11 | 34 | 26 |
% Profitable | 70.00 | 60.00 | 77.00 | 56.00 | 67.00 |
Profit/Loss Per Trade % | 0.82 | -0.51 | 1.64 | 0.13 | 0.57 |
Profit Per Trade % | 3.40 | 3.68 | 3.26 | 3.41 | 3.20 |
Loss Per Trade % | 5.01 | 6.20 | 3.72 | 3.90 | 4.42 |
Days In Trade | 956 | 410 | 546 | 956 | 956 |
Days In Trade (Avg. Per Trade) | 12.10 | 13.67 | 11.14 | 12.10 | 12.10 |
% Days In Trade | 47.66 | 20.44 | 27.22 | 47.66 | 47.66 |