| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3656561 | 0.0072 | 492.43 | 34633927 |
| AAPL | Apple Inc. | Technology | Consumer Electronics | 4411091 | 0.0034 | 302.25 | 49738504 |
| 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: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.03 / 0.03 | |
| Initial Capital: | 10000.00 | Final Equity: | 9386.45 |
| Total net P/L: | -613.55 | Total ROI: | -6.14 % |
| CAGR: | -1.13 % | Max. DD: | 18.60 % |
| System Score: | -0.000 | Sharpe Ratio: | -0.188 |
| Start Date: | 2021-01-04 | End Date: | 2026-07-31 |
| Total days: | 2034 | ||
| Commissions: | 312.00 | Comm.% P/L | 103.47 % |
| Total Transactions: | 312 | Log. Linearity: | 2.836 % |
| Total | Long |
Short |
MSFT | AAPL | |
|---|---|---|---|---|---|
| Total Profit/Loss | -301.55 | 199.40 | -500.95 | -2907.92 | 2606.37 |
| Total Profit | 5906.62 | 3182.93 | 2723.69 | 5328.65 | 8604.17 |
| Total Loss | 6208.17 | 2983.53 | 3224.64 | 8236.57 | 5997.80 |
| Profit Factor | 0.95 | 1.07 | 0.84 | 0.65 | 1.43 |
| Trades | 78 | 38 | 40 | 78 | 78 |
| Winning Trades | 44 | 20 | 24 | 35 | 46 |
| Losing Trades | 34 | 18 | 16 | 43 | 32 |
| % Profitable | 56.00 | 52.00 | 60.00 | 44.00 | 58.00 |
| Profit/Loss Per Trade % | -0.04 | 0.04 | -0.12 | -0.38 | 0.31 |
| Profit Per Trade % | 1.33 | 1.58 | 1.13 | 1.51 | 1.84 |
| Loss Per Trade % | 1.77 | 1.62 | 1.93 | 1.87 | 1.82 |
| Days In Trade | 996 | 520 | 476 | 996 | 996 |
| Days In Trade (Avg. Per Trade) | 12.77 | 13.68 | 11.90 | 12.77 | 12.77 |
| % Days In Trade | 48.97 | 25.57 | 23.40 | 48.97 | 48.97 |