Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
RUN | Sunrun Inc | Technology | Solar | 3646 | 15.8 | 15803207 | |
ENPH | Enphase Energy Inc | Technology | Solar | 4911 | 37.56 | 6292925 |
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 0.03 / 0.03 |
Initial Capital: | 10000.00 | Final Equity: | 8882.24 |
Total net P/L: | -1117.76 | Total ROI: | -11.18 % |
CAGR: | -3.26 % | Max. DD: | 63.07 % |
System Score: | -0.307 | Sharpe Ratio: | 0.357 |
Start Date: | 2022-01-03 | End Date: | 2025-07-31 |
Total days: | 1305 | ||
Commissions: | 477.84 | Comm.% P/L | 74.67 % |
Total Transactions: | 224 | Log. Linearity: | 45.505 % |
Total | ![]() |
![]() |
RUN | ENPH | |
---|---|---|---|---|---|
Total Profit/Loss | -639.92 | -5190.16 | 4550.24 | 15001.96 | -15641.88 |
Total Profit | 20353.67 | 7487.91 | 12865.76 | 31771.22 | 10077.62 |
Total Loss | 20993.59 | 12678.07 | 8315.52 | 16769.26 | 25719.50 |
Profit Factor | 0.97 | 0.59 | 1.55 | 1.89 | 0.39 |
Trades | 56 | 23 | 33 | 56 | 56 |
Winning Trades | 38 | 12 | 26 | 36 | 26 |
Losing Trades | 18 | 11 | 7 | 20 | 30 |
% Profitable | 67.00 | 52.00 | 78.00 | 64.00 | 46.00 |
Profit/Loss Per Trade % | -0.12 | -2.63 | 1.67 | 2.43 | -3.44 |
Profit Per Trade % | 6.29 | 7.43 | 5.76 | 9.98 | 4.58 |
Loss Per Trade % | 11.79 | 11.97 | 11.49 | 9.14 | 9.00 |
Days In Trade | 638 | 293 | 345 | 638 | 638 |
Days In Trade (Avg. Per Trade) | 11.39 | 12.74 | 10.45 | 11.39 | 11.39 |
% Days In Trade | 48.89 | 22.45 | 26.44 | 48.89 | 48.89 |