| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 2714796 | 0.0095 | 365.46 | 30474461 |
| HPQ | HP Inc | Technology | Computer Hardware | 21647 | 0.05 | 23.29 | 16620652 |
| Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
| 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: | 15329.87 |
| Total net P/L: | 5329.87 | Total ROI: | 53.30 % |
| CAGR: | 19.10 % | Max. DD: | 14.58 % |
| System Score: | 15.806 | Sharpe Ratio: | 1.436 |
| Start Date: | 2024-01-02 | End Date: | 2026-06-12 |
| Total days: | 892 | ||
| Commissions: | 119.57 | Comm.% P/L | 2.19 % |
| Total Transactions: | 72 | Log. Linearity: | 93.882 % |
| Total | Long |
Short |
MSFT | HPQ | |
|---|---|---|---|---|---|
| Total Profit/Loss | 5449.44 | 3694.18 | 1755.26 | 1707.20 | 3742.24 |
| Total Profit | 9654.35 | 4786.45 | 4867.90 | 5244.51 | 6522.42 |
| Total Loss | 4204.91 | 1092.27 | 3112.64 | 3537.31 | 2780.18 |
| Profit Factor | 2.30 | 4.38 | 1.56 | 1.48 | 2.35 |
| Trades | 18 | 6 | 12 | 18 | 18 |
| Winning Trades | 13 | 5 | 8 | 11 | 8 |
| Losing Trades | 5 | 1 | 4 | 7 | 10 |
| % Profitable | 72.00 | 83.00 | 66.00 | 61.00 | 44.00 |
| Profit/Loss Per Trade % | 2.46 | 5.61 | 0.91 | 0.87 | 1.58 |
| Profit Per Trade % | 6.23 | 8.25 | 4.98 | 4.07 | 6.78 |
| Loss Per Trade % | 6.62 | 6.65 | 6.61 | 3.94 | 2.35 |
| Days In Trade | 247 | 73 | 174 | 247 | 247 |
| Days In Trade (Avg. Per Trade) | 13.72 | 12.17 | 14.50 | 13.72 | 13.72 |
| % Days In Trade | 27.69 | 8.18 | 19.51 | 27.69 | 27.69 |