Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AAPL | Apple Inc | Technology | Consumer Electronics | 2806907 | 0.0055 | 186.28 | 58941015 |
AMZN | Amazon.com Inc | Consumer Cyclical | Internet Retail | 1951029 | 186.57 | 48041523 |
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: | 7482.90 |
Total net P/L: | -2517.10 | Total ROI: | -25.17 % |
CAGR: | -5.38 % | Max. DD: | 42.57 % |
System Score: | -0.004 | Sharpe Ratio: | -0.297 |
Start Date: | 2019-01-02 | End Date: | 2024-03-29 |
Total days: | 1913 | ||
Commissions: | 306.60 | Comm.% P/L | 13.87 % |
Total Transactions: | 304 | Log. Linearity: | 9.092 % |
Total | Long | Short | AAPL | AMZN | |
---|---|---|---|---|---|
Total Profit/Loss | -2210.50 | 1333.82 | -3544.32 | -145.94 | -2064.56 |
Total Profit | 10910.99 | 5204.73 | 5706.25 | 13208.27 | 13851.45 |
Total Loss | 13121.49 | 3870.91 | 9250.58 | 13354.21 | 15916.01 |
Profit Factor | 0.83 | 1.34 | 0.62 | 0.99 | 0.87 |
Trades | 76 | 36 | 40 | 76 | 76 |
Winning Trades | 48 | 24 | 24 | 41 | 39 |
Losing Trades | 28 | 12 | 16 | 35 | 37 |
% Profitable | 63.00 | 66.00 | 60.00 | 53.00 | 51.00 |
Profit/Loss Per Trade % | -0.33 | 0.52 | -1.09 | -0.06 | -0.51 |
Profit Per Trade % | 2.91 | 2.77 | 3.05 | 4.03 | 4.42 |
Loss Per Trade % | 5.44 | 3.70 | 6.76 | 4.52 | 5.13 |
Days In Trade | 957 | 427 | 530 | 957 | 957 |
Days In Trade (Avg. Per Trade) | 12.59 | 11.86 | 13.25 | 12.59 | 12.59 |
% Days In Trade | 50.03 | 22.32 | 27.71 | 50.03 | 50.03 |