Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
WDAY | Workday Inc | Technology | Software - Application | 65845 | 248.47 | 2162577 | |
CRM | Salesforce.com Inc | Technology | Software - Application | 241323 | 0.0063 | 252.43 | 6491874 |
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: | 11298.58 |
Total net P/L: | 1298.58 | Total ROI: | 12.99 % |
CAGR: | 14.37 % | Max. DD: | 16.77 % |
System Score: | 2.748 | Sharpe Ratio: | 0.656 |
Start Date: | 2023-01-02 | End Date: | 2023-11-30 |
Total days: | 332 | ||
Commissions: | 52.00 | Comm.% P/L | 3.85 % |
Total Transactions: | 52 | Log. Linearity: | 57.619 % |
Total | Long | Short | WDAY | CRM | |
---|---|---|---|---|---|
Total Profit/Loss | 1350.58 | -1438.13 | 2788.71 | 1625.65 | -275.07 |
Total Profit | 3387.83 | 599.12 | 2788.71 | 3081.70 | 1977.26 |
Total Loss | 2037.25 | 2037.25 | 0.00 | 1456.05 | 2252.33 |
Profit Factor | 1.66 | 0.29 | 0.00 | 2.12 | 0.88 |
Trades | 13 | 6 | 7 | 13 | 13 |
Winning Trades | 9 | 2 | 7 | 8 | 5 |
Losing Trades | 4 | 4 | 0 | 5 | 8 |
% Profitable | 69.00 | 33.00 | 100.00 | 61.00 | 38.00 |
Profit/Loss Per Trade % | 0.99 | -2.50 | 4.08 | 1.34 | -0.43 |
Profit Per Trade % | 3.93 | 3.43 | 4.08 | 4.17 | 3.82 |
Loss Per Trade % | 5.16 | 5.16 | 0.00 | 2.96 | 2.87 |
Days In Trade | 180 | 109 | 71 | 180 | 180 |
Days In Trade (Avg. Per Trade) | 13.85 | 18.17 | 10.14 | 13.85 | 13.85 |
% Days In Trade | 54.22 | 32.83 | 21.39 | 54.22 | 54.22 |