Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
QQQ | Invesco QQQ Trust | 0.004 | 445.93 | 47140976 | |||
AMZN | Amazon.com Inc | Consumer Cyclical | Internet Retail | 1946763 | 187.07 | 48003427 |
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: | 13605.27 |
Total net P/L: | 3605.27 | Total ROI: | 36.05 % |
CAGR: | 6.05 % | Max. DD: | 24.95 % |
System Score: | 0.626 | Sharpe Ratio: | 0.987 |
Start Date: | 2019-01-02 | End Date: | 2024-03-29 |
Total days: | 1913 | ||
Commissions: | 328.00 | Comm.% P/L | 8.34 % |
Total Transactions: | 328 | Log. Linearity: | 46.941 % |
Total | Long | Short | QQQ | AMZN | |
---|---|---|---|---|---|
Total Profit/Loss | 3933.27 | 3228.44 | 704.82 | -1126.78 | 5060.05 |
Total Profit | 13269.25 | 5735.72 | 7533.53 | 12440.47 | 21383.01 |
Total Loss | 9335.98 | 2507.27 | 6828.71 | 13567.25 | 16322.96 |
Profit Factor | 1.42 | 2.29 | 1.10 | 0.92 | 1.31 |
Trades | 82 | 42 | 40 | 82 | 82 |
Winning Trades | 57 | 32 | 25 | 40 | 48 |
Losing Trades | 25 | 10 | 15 | 42 | 34 |
% Profitable | 69.00 | 76.00 | 62.00 | 48.00 | 58.00 |
Profit/Loss Per Trade % | 0.41 | 0.70 | 0.11 | -0.22 | 0.48 |
Profit Per Trade % | 2.16 | 1.70 | 2.76 | 2.84 | 4.13 |
Loss Per Trade % | 3.27 | 2.35 | 3.89 | 3.01 | 4.24 |
Days In Trade | 964 | 477 | 487 | 964 | 964 |
Days In Trade (Avg. Per Trade) | 11.76 | 11.36 | 12.18 | 11.76 | 11.76 |
% Days In Trade | 50.39 | 24.93 | 25.46 | 50.39 | 50.39 |