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: | 21980.57 |
Total net P/L: | 11980.57 | Total ROI: | 119.81 % |
CAGR: | 37.20 % | Max. DD: | 33.49 % |
System Score: | 3.568 | Sharpe Ratio: | 1.699 |
Start Date: | 2020-01-02 | End Date: | 2022-06-29 |
Total days: | 909 | ||
Commissions: | 120.19 | Comm.% P/L | 0.99 % |
Total Transactions: | 120 | Log. Linearity: | 45.776 % |
Total | ![]() |
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EPAM | FIS | |
---|---|---|---|---|---|
Total Profit/Loss | 12100.76 | 8934.46 | 3166.30 | 3240.49 | 8860.27 |
Total Profit | 22840.85 | 11966.06 | 10874.79 | 17567.68 | 10586.78 |
Total Loss | 10740.09 | 3031.60 | 7708.49 | 14327.19 | 1726.51 |
Profit Factor | 2.13 | 3.95 | 1.41 | 1.23 | 6.13 |
Trades | 30 | 8 | 22 | 30 | 30 |
Winning Trades | 21 | 7 | 14 | 16 | 24 |
Losing Trades | 9 | 1 | 8 | 14 | 6 |
% Profitable | 70.00 | 87.00 | 63.00 | 53.00 | 80.00 |
Profit/Loss Per Trade % | 2.69 | 7.80 | 0.89 | 0.42 | 2.19 |
Profit Per Trade % | 7.65 | 12.34 | 5.38 | 7.66 | 3.25 |
Loss Per Trade % | 7.58 | 19.22 | 6.20 | 6.88 | 1.87 |
Days In Trade | 419 | 88 | 331 | 419 | 419 |
Days In Trade (Avg. Per Trade) | 13.97 | 11.00 | 15.05 | 13.97 | 13.97 |
% Days In Trade | 46.09 | 9.68 | 36.41 | 46.09 | 46.09 |