| 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 | 3433148 | 0.0037 | 284.75 | 23872584 |
| LITE | Lumentum Holdings Inc | Technology | Communication Equipment | 13357 | 232.75 | 2960099 |
| 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: | 14062.48 |
| Total net P/L: | 4062.48 | Total ROI: | 40.62 % |
| CAGR: | 40.76 % | Max. DD: | 7.85 % |
| System Score: | 21.740 | Sharpe Ratio: | 1.799 |
| Start Date: | 2024-11-01 | End Date: | 2025-10-31 |
| Total days: | 364 | ||
| Commissions: | 40.00 | Comm.% P/L | 0.98 % |
| Total Transactions: | 40 | Log. Linearity: | 81.100 % |
| Total | Long |
Short |
GOOG | LITE | |
|---|---|---|---|---|---|
| Total Profit/Loss | 4102.48 | 1536.91 | 2565.57 | 1413.75 | 2688.73 |
| Total Profit | 4831.29 | 2265.72 | 2565.57 | 2335.05 | 4440.06 |
| Total Loss | 728.81 | 728.81 | 0.00 | 921.30 | 1751.33 |
| Profit Factor | 6.63 | 3.11 | 0.00 | 2.53 | 2.54 |
| Trades | 10 | 7 | 3 | 10 | 10 |
| Winning Trades | 7 | 4 | 3 | 7 | 6 |
| Losing Trades | 3 | 3 | 0 | 3 | 4 |
| % Profitable | 70.00 | 57.00 | 100.00 | 70.00 | 60.00 |
| Profit/Loss Per Trade % | 3.50 | 1.80 | 7.58 | 0.95 | 2.43 |
| Profit Per Trade % | 6.06 | 4.93 | 7.58 | 2.57 | 6.58 |
| Loss Per Trade % | 2.19 | 2.19 | 0.00 | 2.69 | 3.39 |
| Days In Trade | 137 | 97 | 40 | 137 | 137 |
| Days In Trade (Avg. Per Trade) | 13.70 | 13.86 | 13.33 | 13.70 | 13.70 |
| % Days In Trade | 37.64 | 26.65 | 10.99 | 37.64 | 37.64 |