| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CSCO | Cisco Systems Inc | Technology | Communication Equipment | 471671 | 0.0139 | 119.67 | 21987596 |
| JNPR | Juniper Networks Inc | Technology | Communication Equipment | 13359 | 0.022 | 39.95 | 3607386 |
| Entry Threshold: | 1.50 | Exit Threshold: | 0.10 | ||
| Max Duration: | 15 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 15 | MA Type: | SMA | 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: | 6742.27 |
| Total net P/L: | -3257.73 | Total ROI: | -32.58 % |
| CAGR: | -7.14 % | Max. DD: | 40.38 % |
| System Score: | -1.834 | Sharpe Ratio: | -0.627 |
| Start Date: | 2021-01-04 | End Date: | 2026-04-30 |
| Total days: | 1942 | ||
| Commissions: | 520.01 | Comm.% P/L | 18.99 % |
| Total Transactions: | 436 | Log. Linearity: | 63.570 % |
| Total | Long |
Short |
CSCO | JNPR | |
|---|---|---|---|---|---|
| Total Profit/Loss | -2737.72 | -1634.00 | -1103.72 | -1032.38 | -1705.34 |
| Total Profit | 13343.20 | 6330.14 | 7013.06 | 11577.73 | 11792.88 |
| Total Loss | 16080.92 | 7964.14 | 8116.78 | 12610.11 | 13498.22 |
| Profit Factor | 0.83 | 0.79 | 0.86 | 0.92 | 0.87 |
| Trades | 109 | 52 | 57 | 109 | 109 |
| Winning Trades | 67 | 33 | 34 | 56 | 50 |
| Losing Trades | 42 | 19 | 23 | 53 | 59 |
| % Profitable | 61.00 | 63.00 | 59.00 | 51.00 | 45.00 |
| Profit/Loss Per Trade % | -0.31 | -0.30 | -0.31 | -0.09 | -0.27 |
| Profit Per Trade % | 2.37 | 2.27 | 2.46 | 2.52 | 2.54 |
| Loss Per Trade % | 4.26 | 4.35 | 4.19 | 2.73 | 2.43 |
| Days In Trade | 1216 | 576 | 640 | 1216 | 1216 |
| Days In Trade (Avg. Per Trade) | 11.16 | 11.08 | 11.23 | 11.16 | 11.16 |
| % Days In Trade | 62.62 | 29.66 | 32.96 | 62.62 | 62.62 |