Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SPOT | Spotify Technology SA | Communication Services | Internet Content & Information | 57750 | 290.12 | 1870543 | |
AMZN | Amazon.com Inc | Consumer Cyclical | Internet Retail | 1946763 | 187.07 | 48003427 |
Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
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: | 15813.24 |
Total net P/L: | 5813.24 | Total ROI: | 58.13 % |
CAGR: | 9.14 % | Max. DD: | 40.60 % |
System Score: | 0.515 | Sharpe Ratio: | 1.003 |
Start Date: | 2019-01-02 | End Date: | 2024-03-29 |
Total days: | 1913 | ||
Commissions: | 196.00 | Comm.% P/L | 3.26 % |
Total Transactions: | 196 | Log. Linearity: | 38.348 % |
Total | Long | Short | SPOT | AMZN | |
---|---|---|---|---|---|
Total Profit/Loss | 6009.24 | -117.34 | 6126.59 | -68.29 | 6077.53 |
Total Profit | 20770.25 | 7398.25 | 13372.01 | 21790.90 | 19825.98 |
Total Loss | 14761.01 | 7515.59 | 7245.42 | 21859.19 | 13748.44 |
Profit Factor | 1.41 | 0.98 | 1.85 | 1.00 | 1.44 |
Trades | 49 | 22 | 27 | 49 | 49 |
Winning Trades | 30 | 11 | 19 | 28 | 28 |
Losing Trades | 19 | 11 | 8 | 21 | 21 |
% Profitable | 61.00 | 50.00 | 70.00 | 57.00 | 57.00 |
Profit/Loss Per Trade % | 0.98 | -0.04 | 1.81 | -0.20 | 0.67 |
Profit Per Trade % | 6.07 | 6.34 | 5.92 | 6.95 | 6.17 |
Loss Per Trade % | 6.23 | 5.86 | 6.74 | 8.54 | 5.93 |
Days In Trade | 686 | 344 | 342 | 686 | 686 |
Days In Trade (Avg. Per Trade) | 14.00 | 15.64 | 12.67 | 14.00 | 14.00 |
% Days In Trade | 35.86 | 17.98 | 17.88 | 35.86 | 35.86 |