Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
Z | Zillow Group Inc Class C | Communication Services | Internet Content & Information | 10454 | 0 | 45.46 | 2966053 |
SSTK | Shutterstock | Communication Services | Internet Content & Information | 1364 | 0.0283 | 37.52 | 570173 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.50 | ||
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: | 15278.12 |
Total net P/L: | 5278.12 | Total ROI: | 52.78 % |
CAGR: | 76.61 % | Max. DD: | 19.44 % |
System Score: | 41.108 | Sharpe Ratio: | 1.366 |
Start Date: | 2022-02-24 | End Date: | 2022-11-23 |
Total days: | 272 | ||
Commissions: | 74.77 | Comm.% P/L | 1.40 % |
Total Transactions: | 44 | Log. Linearity: | 81.262 % |
Total | ![]() |
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Z | SSTK | |
---|---|---|---|---|---|
Total Profit/Loss | 5352.89 | 5198.08 | 154.81 | -487.46 | 5840.35 |
Total Profit | 8947.19 | 5198.08 | 3749.11 | 6755.28 | 8201.21 |
Total Loss | 3594.30 | 0.00 | 3594.30 | 7242.74 | 2360.86 |
Profit Factor | 2.49 | 0.00 | 1.04 | 0.93 | 3.47 |
Trades | 11 | 5 | 6 | 11 | 11 |
Winning Trades | 9 | 5 | 4 | 7 | 7 |
Losing Trades | 2 | 0 | 2 | 4 | 4 |
% Profitable | 81.00 | 100.00 | 66.00 | 63.00 | 63.00 |
Profit/Loss Per Trade % | 3.98 | 8.33 | 0.48 | 0.17 | 3.29 |
Profit Per Trade % | 7.45 | 8.33 | 6.37 | 7.24 | 7.73 |
Loss Per Trade % | 9.85 | 0.00 | 9.85 | 9.83 | 4.03 |
Days In Trade | 98 | 32 | 66 | 98 | 98 |
Days In Trade (Avg. Per Trade) | 8.91 | 6.40 | 11.00 | 8.91 | 8.91 |
% Days In Trade | 36.03 | 11.76 | 24.26 | 36.03 | 36.03 |