Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SPY | SPDR S&P 500 ETF Trust | 0.0109 | 529.78 | 76276050 | |||
NVDA | NVIDIA Corporation | Technology | Semiconductors | 2327737 | 0.0002 | 946.3 | 48060351 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
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: | 9861.18 |
Total net P/L: | -138.82 | Total ROI: | -1.39 % |
CAGR: | -1.39 % | Max. DD: | 26.43 % |
System Score: | -0.000 | Sharpe Ratio: | 0.083 |
Start Date: | 2023-04-25 | End Date: | 2024-04-24 |
Total days: | 365 | ||
Commissions: | 60.00 | Comm.% P/L | 76.12 % |
Total Transactions: | 60 | Log. Linearity: | 7.069 % |
Total | Long | Short | SPY | NVDA | |
---|---|---|---|---|---|
Total Profit/Loss | -78.82 | -1916.98 | 1838.15 | 2020.43 | -2099.25 |
Total Profit | 3955.36 | 2116.90 | 1838.46 | 2524.68 | 3257.55 |
Total Loss | 4034.19 | 4033.88 | 0.31 | 504.25 | 5356.80 |
Profit Factor | 0.98 | 0.52 | 5930.53 | 5.01 | 0.61 |
Trades | 15 | 9 | 6 | 15 | 15 |
Winning Trades | 10 | 5 | 5 | 12 | 9 |
Losing Trades | 5 | 4 | 1 | 3 | 6 |
% Profitable | 66.00 | 55.00 | 83.00 | 80.00 | 60.00 |
Profit/Loss Per Trade % | -0.05 | -2.12 | 3.14 | 1.34 | -1.50 |
Profit Per Trade % | 4.04 | 4.31 | 3.77 | 2.09 | 3.67 |
Loss Per Trade % | 7.49 | 9.45 | 0.00 | 1.59 | 8.33 |
Days In Trade | 209 | 163 | 46 | 209 | 209 |
Days In Trade (Avg. Per Trade) | 13.93 | 18.11 | 7.67 | 13.93 | 13.93 |
% Days In Trade | 57.26 | 44.66 | 12.60 | 57.26 | 57.26 |