| 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: | Simple | Reversals: | |
| MA Period: | 15 | MA Type: | SMA | 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: | 10632.15 |
| Total net P/L: | 632.15 | Total ROI: | 6.32 % |
| CAGR: | 1.11 % | Max. DD: | 13.27 % |
| System Score: | 0.115 | Sharpe Ratio: | 0.376 |
| Start Date: | 2021-01-04 | End Date: | 2026-07-31 |
| Total days: | 2034 | ||
| Commissions: | 348.00 | Comm.% P/L | 35.50 % |
| Total Transactions: | 348 | Log. Linearity: | 46.962 % |
| Total | Long |
Short |
MSFT | AAPL | |
|---|---|---|---|---|---|
| Total Profit/Loss | 980.15 | 453.39 | 526.76 | -4050.64 | 5030.79 |
| Total Profit | 8413.78 | 3907.51 | 4506.27 | 6307.51 | 11284.62 |
| Total Loss | 7433.63 | 3454.12 | 3979.51 | 10358.15 | 6253.83 |
| Profit Factor | 1.13 | 1.13 | 1.13 | 0.61 | 1.80 |
| Trades | 87 | 41 | 46 | 87 | 87 |
| Winning Trades | 55 | 24 | 31 | 39 | 56 |
| Losing Trades | 32 | 17 | 15 | 48 | 31 |
| % Profitable | 63.00 | 58.00 | 67.00 | 44.00 | 64.00 |
| Profit/Loss Per Trade % | 0.11 | 0.09 | 0.12 | -0.46 | 0.54 |
| Profit Per Trade % | 1.42 | 1.49 | 1.35 | 1.50 | 1.90 |
| Loss Per Trade % | 2.07 | 1.82 | 2.35 | 2.00 | 1.83 |
| Days In Trade | 1128 | 549 | 579 | 1128 | 1128 |
| Days In Trade (Avg. Per Trade) | 12.97 | 13.39 | 12.59 | 12.97 | 12.97 |
| % Days In Trade | 55.46 | 26.99 | 28.47 | 55.46 | 55.46 |