| 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: | 30 | Entry Mode: | Uptick | 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: | 10597.11 |
| Total net P/L: | 597.11 | Total ROI: | 5.97 % |
| CAGR: | 1.10 % | Max. DD: | 33.03 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.352 |
| Start Date: | 2021-01-04 | End Date: | 2026-04-30 |
| Total days: | 1942 | ||
| Commissions: | 458.17 | Comm.% P/L | 43.42 % |
| Total Transactions: | 308 | Log. Linearity: | 2.774 % |
| Total | Long |
Short |
CSCO | JNPR | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1055.28 | 842.84 | 212.44 | -3150.87 | 4206.15 |
| Total Profit | 15505.27 | 5495.85 | 10009.42 | 13596.22 | 12824.10 |
| Total Loss | 14449.99 | 4653.01 | 9796.98 | 16747.09 | 8617.95 |
| Profit Factor | 1.07 | 1.18 | 1.02 | 0.81 | 1.49 |
| Trades | 77 | 35 | 42 | 77 | 77 |
| Winning Trades | 52 | 22 | 30 | 40 | 35 |
| Losing Trades | 25 | 13 | 12 | 37 | 42 |
| % Profitable | 67.00 | 62.00 | 71.00 | 51.00 | 45.00 |
| Profit/Loss Per Trade % | 0.13 | 0.16 | 0.10 | -0.36 | 0.41 |
| Profit Per Trade % | 2.60 | 2.13 | 2.94 | 2.97 | 3.16 |
| Loss Per Trade % | 4.66 | 2.98 | 6.52 | 3.72 | 1.76 |
| Days In Trade | 1259 | 595 | 664 | 1259 | 1259 |
| Days In Trade (Avg. Per Trade) | 16.35 | 17.00 | 15.81 | 16.35 | 16.35 |
| % Days In Trade | 64.83 | 30.64 | 34.19 | 64.83 | 64.83 |