Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AAPL | Apple Inc | Technology | Consumer Electronics | 2494330 | 0.0058 | 162.36 | 77726278 |
BRK.B | Berkshire Hathaway Inc | Financial Services | Insurance-Diversified | 669086 | 0 | 305.08 | 3995602 |
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: | 5682.08 |
Total net P/L: | -4317.92 | Total ROI: | -43.18 % |
CAGR: | -10.38 % | Max. DD: | 52.64 % |
System Score: | -4.443 | Sharpe Ratio: | -1.383 |
Start Date: | 2018-01-02 | End Date: | 2023-02-28 |
Total days: | 1883 | ||
Commissions: | 177.87 | Comm.% P/L | 4.30 % |
Total Transactions: | 176 | Log. Linearity: | 75.365 % |
Total | ![]() |
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AAPL | BRK.B | |
---|---|---|---|---|---|
Total Profit/Loss | -4140.05 | -1326.46 | -2813.59 | -4808.30 | 668.25 |
Total Profit | 6598.48 | 2816.85 | 3781.64 | 6304.40 | 5027.18 |
Total Loss | 10738.53 | 4143.31 | 6595.22 | 11112.69 | 4358.93 |
Profit Factor | 0.61 | 0.68 | 0.57 | 0.57 | 1.15 |
Trades | 44 | 19 | 25 | 44 | 44 |
Winning Trades | 24 | 9 | 15 | 20 | 24 |
Losing Trades | 20 | 10 | 10 | 24 | 20 |
% Profitable | 54.00 | 47.00 | 60.00 | 45.00 | 54.00 |
Profit/Loss Per Trade % | -1.23 | -0.63 | -1.68 | -1.26 | -0.03 |
Profit Per Trade % | 3.32 | 4.10 | 2.85 | 4.14 | 2.44 |
Loss Per Trade % | 6.21 | 4.58 | 7.88 | 5.39 | 2.85 |
Days In Trade | 744 | 314 | 430 | 744 | 744 |
Days In Trade (Avg. Per Trade) | 16.91 | 16.53 | 17.20 | 16.91 | 16.91 |
% Days In Trade | 39.51 | 16.68 | 22.84 | 39.51 | 39.51 |