| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| GOOG | Alphabet Inc Class C | Communication Services | Internet Content & Information | 3517562 | 0.0035 | 291.74 | 23928066 |
| MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3780702 | 0.0067 | 508.68 | 22037534 |
| Entry Threshold: | 3.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
| RSI Period: | 14 | RSI Threshold: | 0 | ||
| Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 12084.24 |
| Total net P/L: | 2084.24 | Total ROI: | 20.84 % |
| CAGR: | 6.51 % | Max. DD: | 5.07 % |
| System Score: | 5.489 | Sharpe Ratio: | 1.561 |
| Start Date: | 2022-11-01 | End Date: | 2025-10-31 |
| Total days: | 1095 | ||
| Commissions: | 96.00 | Comm.% P/L | 4.40 % |
| Total Transactions: | 96 | Log. Linearity: | 94.453 % |
| Total | Long |
Short |
GOOG | MSFT | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2180.24 | 1847.77 | 332.47 | 1966.61 | 213.63 |
| Total Profit | 3287.69 | 2105.77 | 1181.92 | 3690.25 | 2229.62 |
| Total Loss | 1107.45 | 258.00 | 849.45 | 1723.64 | 2015.99 |
| Profit Factor | 2.97 | 8.16 | 1.39 | 2.14 | 1.11 |
| Trades | 24 | 14 | 10 | 24 | 24 |
| Winning Trades | 16 | 11 | 5 | 16 | 13 |
| Losing Trades | 8 | 3 | 5 | 8 | 11 |
| % Profitable | 66.00 | 78.00 | 50.00 | 66.00 | 54.00 |
| Profit/Loss Per Trade % | 0.83 | 1.22 | 0.28 | 0.69 | 0.10 |
| Profit Per Trade % | 1.88 | 1.78 | 2.09 | 2.09 | 1.62 |
| Loss Per Trade % | 1.23 | 0.81 | 1.48 | 2.02 | 1.65 |
| Days In Trade | 341 | 211 | 130 | 341 | 341 |
| Days In Trade (Avg. Per Trade) | 14.21 | 15.07 | 13.00 | 14.21 | 14.21 |
| % Days In Trade | 31.14 | 19.27 | 11.87 | 31.14 | 31.14 |