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: | 30 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 30 | 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: | 7266.52 |
Total net P/L: | -2733.48 | Total ROI: | -27.33 % |
CAGR: | -5.91 % | Max. DD: | 98.99 % |
System Score: | -0.001 | Sharpe Ratio: | 1.427 |
Start Date: | 2019-01-02 | End Date: | 2024-03-29 |
Total days: | 1913 | ||
Commissions: | 1114.27 | Comm.% P/L | 68.82 % |
Total Transactions: | 252 | Log. Linearity: | 4.469 % |
Total | Long | Short | AMZN | MSFT | |
---|---|---|---|---|---|
Total Profit/Loss | -1619.21 | -25236.36 | 23617.16 | -33052.50 | 31433.29 |
Total Profit | 230805.45 | 144981.64 | 85823.81 | 290692.16 | 247859.27 |
Total Loss | 232424.66 | 170218.01 | 62206.65 | 323744.65 | 216425.98 |
Profit Factor | 0.99 | 0.85 | 1.38 | 0.90 | 1.15 |
Trades | 63 | 36 | 27 | 63 | 63 |
Winning Trades | 45 | 25 | 20 | 39 | 31 |
Losing Trades | 18 | 11 | 7 | 24 | 32 |
% Profitable | 71.00 | 69.00 | 74.00 | 61.00 | 49.00 |
Profit/Loss Per Trade % | -0.43 | -0.43 | -0.44 | 0.00 | -4.26 |
Profit Per Trade % | 17.25 | 18.52 | 15.68 | 23.59 | 23.16 |
Loss Per Trade % | 30.67 | 29.47 | 32.56 | 30.96 | 19.28 |
Days In Trade | 1079 | 619 | 460 | 1079 | 1079 |
Days In Trade (Avg. Per Trade) | 17.13 | 17.19 | 17.04 | 17.13 | 17.13 |
% Days In Trade | 56.40 | 32.36 | 24.05 | 56.40 | 56.40 |