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: | 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: | 1189592.13 |
Total net P/L: | 1179592.13 | Total ROI: | 11795.92 % |
CAGR: | 148.88 % | Max. DD: | 94.65 % |
System Score: | 79.679 | Sharpe Ratio: | 2.544 |
Start Date: | 2019-01-02 | End Date: | 2024-03-29 |
Total days: | 1913 | ||
Commissions: | 20188.18 | Comm.% P/L | 1.68 % |
Total Transactions: | 336 | Log. Linearity: | 81.190 % |
Total | Long | Short | AMZN | MSFT | |
---|---|---|---|---|---|
Total Profit/Loss | 1199780.31 | 482961.79 | 716818.52 | 370159.04 | 829621.27 |
Total Profit | 3988244.38 | 2510610.04 | 1477634.34 | 4758792.37 | 4130474.32 |
Total Loss | 2788464.07 | 2027648.25 | 760815.82 | 4388633.33 | 3300853.05 |
Profit Factor | 1.43 | 1.24 | 1.94 | 1.08 | 1.25 |
Trades | 84 | 47 | 37 | 84 | 84 |
Winning Trades | 66 | 36 | 30 | 50 | 48 |
Losing Trades | 18 | 11 | 7 | 34 | 36 |
% Profitable | 78.00 | 76.00 | 81.00 | 59.00 | 57.00 |
Profit/Loss Per Trade % | 5.92 | 4.21 | 8.14 | -3.78 | 1.19 |
Profit Per Trade % | 15.19 | 15.70 | 14.59 | 20.31 | 20.67 |
Loss Per Trade % | 18.50 | 21.71 | 13.62 | 21.35 | 16.73 |
Days In Trade | 1086 | 624 | 462 | 1086 | 1086 |
Days In Trade (Avg. Per Trade) | 12.93 | 13.28 | 12.49 | 12.93 | 12.93 |
% Days In Trade | 56.77 | 32.62 | 24.15 | 56.77 | 56.77 |