Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
WDAY | Workday Inc | Technology | Software - Application | 63174 | 233.85 | 2152037 | |
CRM | Salesforce.com Inc | Technology | Software - Application | 278550 | 0.0055 | 291.37 | 6339094 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
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: | 7279.91 |
Total net P/L: | -2720.09 | Total ROI: | -27.20 % |
CAGR: | -10.36 % | Max. DD: | 50.70 % |
System Score: | -4.193 | Sharpe Ratio: | -0.637 |
Start Date: | 2021-01-04 | End Date: | 2023-11-30 |
Total days: | 1060 | ||
Commissions: | 152.00 | Comm.% P/L | 5.92 % |
Total Transactions: | 152 | Log. Linearity: | 73.983 % |
Total | Long | Short | WDAY | CRM | |
---|---|---|---|---|---|
Total Profit/Loss | -2568.09 | -3344.25 | 776.16 | 1444.38 | -4012.47 |
Total Profit | 6365.02 | 2032.62 | 4332.40 | 8159.70 | 4782.18 |
Total Loss | 8933.11 | 5376.87 | 3556.24 | 6715.32 | 8794.65 |
Profit Factor | 0.71 | 0.38 | 1.22 | 1.22 | 0.54 |
Trades | 38 | 17 | 21 | 38 | 38 |
Winning Trades | 23 | 7 | 16 | 24 | 15 |
Losing Trades | 15 | 10 | 5 | 14 | 23 |
% Profitable | 60.00 | 41.00 | 76.00 | 63.00 | 39.00 |
Profit/Loss Per Trade % | -0.78 | -2.35 | 0.50 | 0.49 | -1.44 |
Profit Per Trade % | 3.45 | 3.45 | 3.44 | 4.04 | 3.59 |
Loss Per Trade % | 6.66 | 6.06 | 7.86 | 5.03 | 4.34 |
Days In Trade | 554 | 271 | 283 | 554 | 554 |
Days In Trade (Avg. Per Trade) | 14.58 | 15.94 | 13.48 | 14.58 | 14.58 |
% Days In Trade | 52.26 | 25.57 | 26.70 | 52.26 | 52.26 |