Experiment | Model | Stock | Stop Loss | Limit | Limit Max | Gain | Price Gain | Max Drawdown | Min Gain | Min Trade Gain | Max Gain | Max Trade Gain | Sharpe ratio | Sortino ratio | Profit trades | Loss trades | P/D ratio | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
t7p | model_OPTF2_ex5_5 | APTV | 10.00% | 0.02 | 10 | ▲+30.58% | ▲+38.12% | 8.47% | -1.86% | -2.69% | 41.16% | 9.57% | 1.62 | 3.74 | 102.00 | 91.00 | 3.61 | |
t7p | model_OPTF2_ex19_9 | MU | 10.00% | 0.03 | 10 | ▲+28.98% | ▲+63.94% | 12.41% | -5.60% | -5.04% | 47.25% | 15.55% | 1.02 | 2.42 | 66.00 | 70.00 | 2.34 | |
ax1p | model_OPTF2_ex9_4 | AVGO | 7.00% | 0.03 | 10 | ▲+22.64% | ▲+65.72% | 17.34% | -4.21% | -3.74% | 29.63% | 10.66% | 1.05 | 2.47 | 64.00 | 79.00 | 1.31 | |
rhilo16 | model_OPT_ALP_RHILO_REW07_ATR16_ex19_0 | DXCM | 10.00% | 0.04 | 5 | ▲+14.81% | ▼-12.43% | 4.99% | -2.85% | -2.85% | 20.84% | 7.63% | 1.31 | 2.72 | 50.00 | 26.00 | 2.97 | |
t7p | model_OPTF2_ex4_2 | SMCI | 2.00% | 0.01 | 10 | ▲+13.95% | ▲+68.95% | 28.87% | -25.47% | -16.77% | 27.98% | 13.61% | 0.56 | 0.70 | 92.00 | 70.00 | 0.48 | |
ax1p | model_OPTF2_ex4_2 | SMCI | 2.00% | 0 | 10 | ▲+13.52% | ▲+59.78% | 28.18% | -23.84% | -17.04% | 33.78% | 17.92% | 0.53 | 0.75 | 89.00 | 76.00 | 0.48 | |
t7p | model_OPTF2_ex17_6 | JPM | 7.00% | 0.02 | 10 | ▲+12.05% | ▲+25.90% | 8.23% | 0.39% | -3.19% | 16.30% | 3.67% | 1.14 | 1.87 | 76.00 | 68.00 | 1.46 | |
aptv | model_OPTF2_ex5_5 | APTV | 10.00% | 0.02 | 10 | ▲+11.58% | ▲+6.67% | 2.72% | 3.43% | -1.62% | 14.14% | 8.79% | 1.15 | 5.19 | 10.00 | 10.00 | 4.26 | |
t7p | model_OPTF2_ex11_9 | DELL | 10.00% | 0.01 | 10 | ▲+9.42% | ▲+49.50% | 11.53% | -0.88% | -5.47% | 19.38% | 12.76% | 0.52 | 0.87 | 105.00 | 88.00 | 0.82 | |
ax1p | model_OPTF2_ex6_0 | GM | 7.00% | 0 | 10 | ▲+7.88% | ▲+19.25% | 10.82% | -0.35% | -4.76% | 11.74% | 6.41% | 0.60 | 0.75 | 109.00 | 79.00 | 0.73 |