Model: | Ratio |
Symbol | Title | Sector | Exchange | M.Cap.[M] | Beta | Float | Avg.Price | Avg.Volume | Last volume |
EPAM | EPAM Systems Inc | Technology | NYSE | 6310 | 0.93 | 50.66 | 114.27 | 354145 | 535867 |
FIS | Fidelity National Information Services | Financial | NYSE | 33330 | 0.93 | 328.49 | 98.38 | 1880000 | 1700000 |
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: | 20847.61 |
Total net P/L: | 10847.61 | Total ROI: | 108.48 % |
CAGR: | 27.80 % | Max. DD: | 20.29 % |
System Score: | 10.103 | Sharpe Ratio: | 2.120 |
Start Date: | 2018-01-02 | End Date: | 2020-12-30 |
Total days: | 1093 | ||
Commissions: | 140.00 | Comm.% P/L | 1.27 % |
Total Transactions: | 140 | Log. Linearity: | 71.358 % |
Total | ![]() |
![]() |
EPAM | FIS | |
---|---|---|---|---|---|
Total Profit/Loss | 10987.61 | 5452.92 | 5534.69 | 2527.14 | 8460.47 |
Total Profit | 16921.31 | 6376.69 | 10544.62 | 14311.97 | 11681.14 |
Total Loss | 5933.70 | 923.77 | 5009.93 | 11784.83 | 3220.67 |
Profit Factor | 2.85 | 6.90 | 2.10 | 1.21 | 3.63 |
Trades | 35 | 10 | 25 | 35 | 35 |
Winning Trades | 27 | 9 | 18 | 20 | 24 |
Losing Trades | 8 | 1 | 7 | 15 | 11 |
% Profitable | 77.00 | 90.00 | 72.00 | 57.00 | 68.00 |
Profit/Loss Per Trade % | 2.15 | 3.53 | 1.61 | 0.59 | 1.41 |
Profit Per Trade % | 4.44 | 4.79 | 4.26 | 5.40 | 3.24 |
Loss Per Trade % | 5.14 | 7.18 | 4.85 | 5.36 | 2.38 |
Days In Trade | 450 | 118 | 332 | 450 | 450 |
Days In Trade (Avg. Per Trade) | 12.86 | 11.80 | 13.28 | 12.86 | 12.86 |
% Days In Trade | 41.17 | 10.80 | 30.38 | 41.17 | 41.17 |