Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AAPL | Apple Inc | Technology | Consumer Electronics | 2874070 | 0.0053 | 187.43 | 58961408 |
MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3096003 | 0.0072 | 416.56 | 22770888 |
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: | 9889.77 |
Total net P/L: | -110.23 | Total ROI: | -1.10 % |
CAGR: | -0.21 % | Max. DD: | 27.92 % |
System Score: | -0.000 | Sharpe Ratio: | 0.162 |
Start Date: | 2019-01-02 | End Date: | 2024-03-29 |
Total days: | 1913 | ||
Commissions: | 322.26 | Comm.% P/L | 151.99 % |
Total Transactions: | 320 | Log. Linearity: | 2.069 % |
Total | Long | Short | AAPL | MSFT | |
---|---|---|---|---|---|
Total Profit/Loss | 212.03 | -1014.05 | 1226.08 | 3560.11 | -3348.08 |
Total Profit | 11652.69 | 4798.08 | 6854.61 | 18886.17 | 12505.21 |
Total Loss | 11440.66 | 5812.13 | 5628.53 | 15326.05 | 15853.29 |
Profit Factor | 1.02 | 0.83 | 1.22 | 1.23 | 0.79 |
Trades | 80 | 38 | 42 | 80 | 80 |
Winning Trades | 50 | 24 | 26 | 46 | 41 |
Losing Trades | 30 | 14 | 16 | 33 | 39 |
% Profitable | 62.00 | 63.00 | 61.00 | 57.00 | 51.00 |
Profit/Loss Per Trade % | 0.03 | -0.23 | 0.26 | 0.39 | -0.58 |
Profit Per Trade % | 2.49 | 2.13 | 2.83 | 4.37 | 3.21 |
Loss Per Trade % | 3.83 | 4.09 | 3.61 | 4.75 | 4.25 |
Days In Trade | 1003 | 476 | 527 | 1003 | 1003 |
Days In Trade (Avg. Per Trade) | 12.54 | 12.53 | 12.55 | 12.54 | 12.54 |
% Days In Trade | 52.43 | 24.88 | 27.55 | 52.43 | 52.43 |