Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AMZN | Amazon.com Inc | Consumer Cyclical | Internet Retail | 1951029 | 186.57 | 48041523 | |
MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3082476 | 0.0072 | 413.72 | 22832881 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 60 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | SMA | StdDev Period: | 15 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 10.0 | Margin Req. 2: | 10.0 | High Leverage | |
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | -22394.92 |
Total net P/L: | -32394.92 | Total ROI: | -323.95 % |
CAGR: | 0.00 % | Max. DD: | 102.37 % |
System Score: | 0.000 | Sharpe Ratio: | 0.444 |
Start Date: | 2019-01-02 | End Date: | 2024-03-29 |
Total days: | 1913 | ||
Commissions: | 12114.56 | Comm.% P/L | 59.74 % |
Total Transactions: | 244 | Log. Linearity: | 31.382 % |
Total | Long | Short | AMZN | MSFT | |
---|---|---|---|---|---|
Total Profit/Loss | -20280.36 | -857376.24 | 837095.88 | -1016110.49 | 995830.13 |
Total Profit | 2397070.27 | 1529338.14 | 867732.14 | 3123448.62 | 2907811.10 |
Total Loss | 2417350.63 | 2386714.38 | 30636.26 | 4139559.11 | 1911980.97 |
Profit Factor | 0.99 | 0.64 | 28.32 | 0.75 | 1.52 |
Trades | 61 | 34 | 27 | 61 | 61 |
Winning Trades | 50 | 26 | 24 | 36 | 35 |
Losing Trades | 11 | 8 | 3 | 25 | 26 |
% Profitable | 81.00 | 76.00 | 88.00 | 59.00 | 57.00 |
Profit/Loss Per Trade % | 0.00 | 0.00 | 11.78 | -6.62 | 1.69 |
Profit Per Trade % | 14.95 | 15.78 | 14.06 | 20.83 | 21.91 |
Loss Per Trade % | 21.48 | 28.46 | 4.68 | 22.81 | 16.60 |
Days In Trade | 803 | 486 | 317 | 803 | 803 |
Days In Trade (Avg. Per Trade) | 13.16 | 14.29 | 11.74 | 13.16 | 13.16 |
% Days In Trade | 41.98 | 25.41 | 16.57 | 41.98 | 41.98 |