| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CIEN | Ciena Corp | Technology | Communication Equipment | 69108 | 488.21 | 2986106 | |
| SILC | Silicom | Technology | Communication Equipment | 217 | 38.05 | 58728 |
| Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
| 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: | 6186.10 |
| Total net P/L: | -3813.90 | Total ROI: | -38.14 % |
| CAGR: | -38.47 % | Max. DD: | 57.82 % |
| System Score: | -8.508 | Sharpe Ratio: | -0.341 |
| Start Date: | 2025-06-02 | End Date: | 2026-05-29 |
| Total days: | 361 | ||
| Commissions: | 84.14 | Comm.% P/L | 2.26 % |
| Total Transactions: | 44 | Log. Linearity: | 60.476 % |
| Total | Long |
Short |
CIEN | SILC | |
|---|---|---|---|---|---|
| Total Profit/Loss | -3729.76 | -1449.54 | -2280.22 | -1737.56 | -1992.20 |
| Total Profit | 5676.79 | 1826.89 | 3849.90 | 4265.52 | 4356.11 |
| Total Loss | 9406.55 | 3276.43 | 6130.12 | 6003.08 | 6348.31 |
| Profit Factor | 0.60 | 0.56 | 0.63 | 0.71 | 0.69 |
| Trades | 11 | 3 | 8 | 11 | 11 |
| Winning Trades | 6 | 2 | 4 | 4 | 6 |
| Losing Trades | 5 | 1 | 4 | 7 | 5 |
| % Profitable | 54.00 | 66.00 | 50.00 | 36.00 | 54.00 |
| Profit/Loss Per Trade % | -4.20 | -7.21 | -3.04 | -1.35 | -3.90 |
| Profit Per Trade % | 9.84 | 10.54 | 9.50 | 11.60 | 7.34 |
| Loss Per Trade % | 17.66 | 34.62 | 13.77 | 7.59 | 12.42 |
| Days In Trade | 174 | 47 | 127 | 174 | 174 |
| Days In Trade (Avg. Per Trade) | 15.82 | 15.67 | 15.88 | 15.82 | 15.82 |
| % Days In Trade | 48.20 | 13.02 | 35.18 | 48.20 | 48.20 |