Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AMZN | Amazon.com Inc | Consumer Cyclical | Internet Retail | 1946763 | 187.07 | 48003427 | |
MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3096003 | 0.0072 | 416.56 | 22770888 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 30 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 10 | 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: | 176528.23 |
Total net P/L: | 166528.23 | Total ROI: | 1665.28 % |
CAGR: | 72.94 % | Max. DD: | 107.47 % |
System Score: | 9.962 | Sharpe Ratio: | -0.787 |
Start Date: | 2019-01-02 | End Date: | 2024-03-29 |
Total days: | 1913 | ||
Commissions: | 4497.70 | Comm.% P/L | 2.63 % |
Total Transactions: | 352 | Log. Linearity: | 51.499 % |
Total | Long | Short | AMZN | MSFT | |
---|---|---|---|---|---|
Total Profit/Loss | 171025.93 | -38964.40 | 209990.33 | 136470.99 | 34554.94 |
Total Profit | 717723.67 | 399630.45 | 318093.22 | 933413.98 | 750295.56 |
Total Loss | 546697.74 | 438594.85 | 108102.89 | 796942.99 | 715740.62 |
Profit Factor | 1.31 | 0.91 | 2.94 | 1.17 | 1.05 |
Trades | 88 | 49 | 39 | 88 | 88 |
Winning Trades | 66 | 36 | 30 | 55 | 47 |
Losing Trades | 22 | 13 | 9 | 33 | 41 |
% Profitable | 75.00 | 73.00 | 76.00 | 62.00 | 53.00 |
Profit/Loss Per Trade % | 3.38 | 1.23 | 6.15 | 0.00 | 1.49 |
Profit Per Trade % | 12.59 | 12.31 | 12.94 | 15.50 | 18.76 |
Loss Per Trade % | 15.97 | 18.65 | 12.19 | 20.20 | 14.01 |
Days In Trade | 911 | 530 | 381 | 911 | 911 |
Days In Trade (Avg. Per Trade) | 10.35 | 10.82 | 9.77 | 10.35 | 10.35 |
% Days In Trade | 47.62 | 27.71 | 19.92 | 47.62 | 47.62 |