| 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 | 3770514 | 0.0026 | 311.69 | 24518966 |
| AAPL | Apple Inc | Technology | Consumer Electronics | 3912294 | 0.0039 | 266.18 | 51618910 |
| 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: | 100000.00 | Final Equity: | 109483.51 |
| Total net P/L: | 9483.51 | Total ROI: | 9.48 % |
| CAGR: | 1.80 % | Max. DD: | 27.57 % |
| System Score: | 0.024 | Sharpe Ratio: | 0.426 |
| Start Date: | 2021-01-04 | End Date: | 2026-01-30 |
| Total days: | 1852 | ||
| Commissions: | 1041.41 | Comm.% P/L | 9.89 % |
| Total Transactions: | 288 | Log. Linearity: | 23.634 % |
| Total | Long |
Short |
GOOG | AAPL | |
|---|---|---|---|---|---|
| Total Profit/Loss | 10524.92 | 1597.66 | 8927.25 | 4805.31 | 5719.61 |
| Total Profit | 154807.61 | 56009.66 | 98797.95 | 175688.45 | 172425.79 |
| Total Loss | 144282.69 | 54412.00 | 89870.70 | 170883.14 | 166706.18 |
| Profit Factor | 1.07 | 1.03 | 1.10 | 1.03 | 1.03 |
| Trades | 72 | 28 | 44 | 72 | 72 |
| Winning Trades | 47 | 16 | 31 | 38 | 39 |
| Losing Trades | 25 | 12 | 13 | 34 | 33 |
| % Profitable | 65.00 | 57.00 | 70.00 | 52.00 | 54.00 |
| Profit/Loss Per Trade % | 0.14 | 0.01 | 0.22 | -0.03 | -0.02 |
| Profit Per Trade % | 3.07 | 3.32 | 2.95 | 4.24 | 4.06 |
| Loss Per Trade % | 5.01 | 4.13 | 5.83 | 4.46 | 4.51 |
| Days In Trade | 871 | 343 | 528 | 871 | 871 |
| Days In Trade (Avg. Per Trade) | 12.10 | 12.25 | 12.00 | 12.10 | 12.10 |
| % Days In Trade | 47.03 | 18.52 | 28.51 | 47.03 | 47.03 |