| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| AAPL | Apple Inc. | Technology | Consumer Electronics | 4623874 | 0.0034 | 316.83 | 49566509 |
| MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3596266 | 0.0076 | 483.4 | 34500386 |
| 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: | 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: | 7623.37 |
| Total net P/L: | -2376.63 | Total ROI: | -23.77 % |
| CAGR: | -4.75 % | Max. DD: | 37.86 % |
| System Score: | -0.000 | Sharpe Ratio: | -0.348 |
| Start Date: | 2021-01-04 | End Date: | 2026-07-31 |
| Total days: | 2034 | ||
| Commissions: | 332.00 | Comm.% P/L | 16.24 % |
| Total Transactions: | 332 | Log. Linearity: | 2.900 % |
| Total | Long |
Short |
AAPL | MSFT | |
|---|---|---|---|---|---|
| Total Profit/Loss | -2044.63 | -1681.25 | -363.38 | 5316.65 | -7361.28 |
| Total Profit | 11813.73 | 5705.93 | 6107.80 | 18634.68 | 10851.69 |
| Total Loss | 13858.36 | 7387.18 | 6471.18 | 13318.03 | 18212.97 |
| Profit Factor | 0.85 | 0.77 | 0.94 | 1.40 | 0.60 |
| Trades | 83 | 42 | 41 | 83 | 83 |
| Winning Trades | 49 | 26 | 23 | 49 | 37 |
| Losing Trades | 34 | 16 | 18 | 34 | 46 |
| % Profitable | 59.00 | 61.00 | 56.00 | 59.00 | 44.00 |
| Profit/Loss Per Trade % | -0.29 | -0.39 | -0.18 | 0.54 | -0.95 |
| Profit Per Trade % | 2.49 | 2.26 | 2.75 | 3.84 | 3.03 |
| Loss Per Trade % | 4.04 | 4.42 | 3.70 | 3.92 | 3.96 |
| Days In Trade | 1074 | 514 | 560 | 1074 | 1074 |
| Days In Trade (Avg. Per Trade) | 12.94 | 12.24 | 13.66 | 12.94 | 12.94 |
| % Days In Trade | 52.80 | 25.27 | 27.53 | 52.80 | 52.80 |