| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 2745297 | 0.0094 | 369.37 | 26060791 |
| AMZN | Amazon.com Inc | Consumer Cyclical | Internet Retail | 2260452 | 210.57 | 46323205 |
| Entry Threshold: | 2.00 | 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: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 17072.27 |
| Total net P/L: | 7072.27 | Total ROI: | 70.72 % |
| CAGR: | 17.93 % | Max. DD: | 17.99 % |
| System Score: | 12.345 | Sharpe Ratio: | 1.749 |
| Start Date: | 2023-01-02 | End Date: | 2026-03-31 |
| Total days: | 1184 | ||
| Commissions: | 176.00 | Comm.% P/L | 2.43 % |
| Total Transactions: | 176 | Log. Linearity: | 88.308 % |
| Total | Long |
Short |
MSFT | AMZN | |
|---|---|---|---|---|---|
| Total Profit/Loss | 7248.27 | 2637.73 | 4610.54 | -1239.86 | 8488.13 |
| Total Profit | 13532.18 | 7604.15 | 5928.03 | 8484.44 | 16741.26 |
| Total Loss | 6283.91 | 4966.42 | 1317.49 | 9724.30 | 8253.13 |
| Profit Factor | 2.15 | 1.53 | 4.50 | 0.87 | 2.03 |
| Trades | 44 | 25 | 19 | 44 | 44 |
| Winning Trades | 30 | 15 | 15 | 21 | 26 |
| Losing Trades | 14 | 10 | 4 | 23 | 18 |
| % Profitable | 68.00 | 60.00 | 78.00 | 47.00 | 59.00 |
| Profit/Loss Per Trade % | 1.25 | 0.75 | 1.92 | -0.14 | 1.25 |
| Profit Per Trade % | 3.50 | 3.90 | 3.09 | 3.28 | 4.84 |
| Loss Per Trade % | 3.34 | 3.74 | 2.36 | 3.14 | 3.59 |
| Days In Trade | 596 | 341 | 255 | 596 | 596 |
| Days In Trade (Avg. Per Trade) | 13.55 | 13.64 | 13.42 | 13.55 | 13.55 |
| % Days In Trade | 50.34 | 28.80 | 21.54 | 50.34 | 50.34 |