| 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: | 2.50 | 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: | 12023.63 |
| Total net P/L: | 2023.63 | Total ROI: | 20.24 % |
| CAGR: | 6.34 % | Max. DD: | 6.78 % |
| System Score: | 4.671 | Sharpe Ratio: | 1.273 |
| Start Date: | 2022-11-01 | End Date: | 2025-10-31 |
| Total days: | 1095 | ||
| Commissions: | 128.00 | Comm.% P/L | 5.95 % |
| Total Transactions: | 128 | Log. Linearity: | 90.342 % |
| Total | Long |
Short |
GOOG | MSFT | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2151.63 | 2572.72 | -421.09 | 2777.51 | -625.88 |
| Total Profit | 4424.62 | 3008.74 | 1415.88 | 5519.64 | 2770.65 |
| Total Loss | 2272.99 | 436.02 | 1836.97 | 2742.13 | 3396.53 |
| Profit Factor | 1.95 | 6.90 | 0.77 | 2.01 | 0.82 |
| Trades | 32 | 18 | 14 | 32 | 32 |
| Winning Trades | 20 | 13 | 7 | 21 | 18 |
| Losing Trades | 12 | 5 | 7 | 11 | 14 |
| % Profitable | 62.00 | 72.00 | 50.00 | 65.00 | 56.00 |
| Profit/Loss Per Trade % | 0.61 | 1.30 | -0.26 | 0.76 | -0.19 |
| Profit Per Trade % | 2.01 | 2.13 | 1.79 | 2.40 | 1.41 |
| Loss Per Trade % | 1.66 | 0.83 | 2.26 | 2.27 | 2.19 |
| Days In Trade | 469 | 265 | 204 | 469 | 469 |
| Days In Trade (Avg. Per Trade) | 14.66 | 14.72 | 14.57 | 14.66 | 14.66 |
| % Days In Trade | 42.83 | 24.20 | 18.63 | 42.83 | 42.83 |