Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
NWSA | News Corp A | Communication Services | Entertainment | 17399 | 0.0069 | 29.04 | 2589198 |
NWS | News Corp B | Communication Services | Entertainment | 17399 | 0.006 | 33.92 | 726977 |
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: | 10227.60 |
Total net P/L: | 227.60 | Total ROI: | 2.28 % |
CAGR: | 2.30 % | Max. DD: | 1.38 % |
System Score: | 0.377 | Sharpe Ratio: | 0.985 |
Start Date: | 2022-01-03 | End Date: | 2022-12-30 |
Total days: | 361 | ||
Commissions: | 64.90 | Comm.% P/L | 22.19 % |
Total Transactions: | 24 | Log. Linearity: | 54.704 % |
Total | ![]() |
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NWSA | NWS | |
---|---|---|---|---|---|
Total Profit/Loss | 292.50 | 110.28 | 182.22 | -1375.04 | 1667.54 |
Total Profit | 293.75 | 110.28 | 183.47 | 1747.98 | 3392.13 |
Total Loss | 1.25 | 0.00 | 1.25 | 3123.02 | 1724.59 |
Profit Factor | 235.00 | 0.00 | 146.78 | 0.56 | 1.97 |
Trades | 6 | 2 | 4 | 6 | 6 |
Winning Trades | 5 | 2 | 3 | 1 | 5 |
Losing Trades | 1 | 0 | 1 | 5 | 1 |
% Profitable | 83.00 | 100.00 | 75.00 | 16.00 | 83.00 |
Profit/Loss Per Trade % | 0.48 | 0.54 | 0.45 | -2.63 | 2.31 |
Profit Per Trade % | 0.58 | 0.54 | 0.61 | 17.18 | 6.67 |
Loss Per Trade % | 0.01 | 0.00 | 0.01 | 6.13 | 16.95 |
Days In Trade | 71 | 23 | 48 | 71 | 71 |
Days In Trade (Avg. Per Trade) | 11.83 | 11.50 | 12.00 | 11.83 | 11.83 |
% Days In Trade | 19.67 | 6.37 | 13.30 | 19.67 | 19.67 |