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: | 17828.41 |
Total net P/L: | 7828.41 | Total ROI: | 78.28 % |
CAGR: | 21.30 % | Max. DD: | 27.94 % |
System Score: | 11.414 | Sharpe Ratio: | 1.518 |
Start Date: | 2019-01-02 | End Date: | 2021-12-30 |
Total days: | 1093 | ||
Commissions: | 144.00 | Comm.% P/L | 1.81 % |
Total Transactions: | 144 | Log. Linearity: | 81.225 % |
Total | ![]() |
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EPAM | FIS | |
---|---|---|---|---|---|
Total Profit/Loss | 7972.41 | 7593.29 | 379.12 | 928.94 | 7043.47 |
Total Profit | 18370.92 | 7593.29 | 10777.63 | 15250.61 | 10760.77 |
Total Loss | 10398.51 | 0.00 | 10398.51 | 14321.67 | 3717.30 |
Profit Factor | 1.77 | 0.00 | 1.04 | 1.06 | 2.89 |
Trades | 36 | 8 | 28 | 36 | 36 |
Winning Trades | 25 | 8 | 17 | 19 | 27 |
Losing Trades | 11 | 0 | 11 | 17 | 9 |
% Profitable | 69.00 | 100.00 | 60.00 | 52.00 | 75.00 |
Profit/Loss Per Trade % | 1.65 | 6.71 | 0.25 | 0.22 | 1.35 |
Profit Per Trade % | 5.39 | 6.71 | 4.78 | 6.15 | 2.98 |
Loss Per Trade % | 6.12 | 0.00 | 6.12 | 5.90 | 3.31 |
Days In Trade | 508 | 82 | 426 | 508 | 508 |
Days In Trade (Avg. Per Trade) | 14.11 | 10.25 | 15.21 | 14.11 | 14.11 |
% Days In Trade | 46.48 | 7.50 | 38.98 | 46.48 | 46.48 |