Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
XLK | Technology Select Sector SPDR® Fund | 0.0045 | 239.17 | 5046755 | |||
MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3559222 | 0.007 | 474.96 | 21811402 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
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: | 11062.34 |
Total net P/L: | 1062.34 | Total ROI: | 10.62 % |
CAGR: | 7.91 % | Max. DD: | 10.94 % |
System Score: | 2.848 | Sharpe Ratio: | 0.735 |
Start Date: | 2024-01-02 | End Date: | 2025-04-30 |
Total days: | 484 | ||
Commissions: | 80.00 | Comm.% P/L | 7.00 % |
Total Transactions: | 80 | Log. Linearity: | 71.135 % |
Total | ![]() |
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XLK | MSFT | |
---|---|---|---|---|---|
Total Profit/Loss | 1142.34 | 1293.36 | -151.02 | -125.93 | 1268.27 |
Total Profit | 2889.21 | 1790.64 | 1098.57 | 3709.12 | 3658.37 |
Total Loss | 1746.87 | 497.28 | 1249.59 | 3835.05 | 2390.10 |
Profit Factor | 1.65 | 3.60 | 0.88 | 0.97 | 1.53 |
Trades | 20 | 10 | 10 | 20 | 20 |
Winning Trades | 11 | 6 | 5 | 9 | 12 |
Losing Trades | 9 | 4 | 5 | 11 | 8 |
% Profitable | 55.00 | 60.00 | 50.00 | 45.00 | 60.00 |
Profit/Loss Per Trade % | 0.54 | 1.20 | -0.11 | -0.09 | 0.52 |
Profit Per Trade % | 2.45 | 2.77 | 2.06 | 3.88 | 2.82 |
Loss Per Trade % | 1.71 | 1.10 | 2.20 | 3.17 | 2.78 |
Days In Trade | 279 | 150 | 129 | 279 | 279 |
Days In Trade (Avg. Per Trade) | 13.95 | 15.00 | 12.90 | 13.95 | 13.95 |
% Days In Trade | 57.64 | 30.99 | 26.65 | 57.64 | 57.64 |