Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SPY | SPDR S&P 500 ETF Trust | 0.0109 | 520.91 | 76400551 | |||
IWF | iShares Russell 1000 Growth ETF | 86184 | 0.0045 | 336.86 | 1321457 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
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: | 9363.53 |
Total net P/L: | -636.47 | Total ROI: | -6.36 % |
CAGR: | -1.25 % | Max. DD: | 15.80 % |
System Score: | -0.382 | Sharpe Ratio: | -0.517 |
Start Date: | 2019-01-02 | End Date: | 2024-03-29 |
Total days: | 1913 | ||
Commissions: | 300.00 | Comm.% P/L | 89.16 % |
Total Transactions: | 300 | Log. Linearity: | 67.442 % |
Total | Long | Short | SPY | IWF | |
---|---|---|---|---|---|
Total Profit/Loss | -336.47 | -330.74 | -5.73 | -525.73 | 189.26 |
Total Profit | 3384.39 | 1390.65 | 1993.74 | 9044.96 | 11429.91 |
Total Loss | 3720.86 | 1721.38 | 1999.47 | 9570.69 | 11240.64 |
Profit Factor | 0.91 | 0.81 | 1.00 | 0.95 | 1.02 |
Trades | 75 | 40 | 35 | 75 | 75 |
Winning Trades | 45 | 22 | 23 | 38 | 39 |
Losing Trades | 30 | 18 | 12 | 37 | 36 |
% Profitable | 60.00 | 55.00 | 65.00 | 50.00 | 52.00 |
Profit/Loss Per Trade % | -0.05 | -0.09 | 0.00 | -0.18 | -0.11 |
Profit Per Trade % | 0.77 | 0.65 | 0.89 | 2.38 | 2.92 |
Loss Per Trade % | 1.24 | 0.97 | 1.65 | 2.55 | 3.12 |
Days In Trade | 946 | 587 | 359 | 946 | 946 |
Days In Trade (Avg. Per Trade) | 12.61 | 14.68 | 10.26 | 12.61 | 12.61 |
% Days In Trade | 49.45 | 30.68 | 18.77 | 49.45 | 49.45 |