Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MS | Morgan Stanley | Financial Services | Capital Markets | 152898 | 0.0364 | 93.5 | 8215406 |
SF | Stifel Financial Corporation | Financial Services | Capital Markets | 7795 | 0.0222 | 76.67 | 569081 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 35 | Entry Mode: | Simple | 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 0.00 / 0.00 |
Initial Capital: | 10000.00 | Final Equity: | 11327.14 |
Total net P/L: | 1327.14 | Total ROI: | 13.27 % |
CAGR: | 4.25 % | Max. DD: | 22.04 % |
System Score: | 0.101 | Sharpe Ratio: | 0.643 |
Start Date: | 2015-05-18 | End Date: | 2018-05-15 |
Total days: | 1093 | ||
Commissions: | 178.00 | Comm.% P/L | 11.83 % |
Total Transactions: | 144 | Log. Linearity: | 28.722 % |
Total | Long | Short | MS | SF | |
---|---|---|---|---|---|
Total Profit/Loss | 1505.14 | 537.05 | 968.08 | 3037.77 | -1532.63 |
Total Profit | 5421.29 | 2097.47 | 3323.83 | 9222.76 | 6580.51 |
Total Loss | 3916.15 | 1560.41 | 2355.74 | 6184.99 | 8113.14 |
Profit Factor | 1.38 | 1.34 | 1.41 | 1.49 | 0.81 |
Trades | 36 | 14 | 22 | 36 | 36 |
Winning Trades | 23 | 8 | 15 | 21 | 15 |
Losing Trades | 13 | 6 | 7 | 15 | 21 |
% Profitable | 63.00 | 57.00 | 68.00 | 58.00 | 41.00 |
Profit/Loss Per Trade % | 0.40 | 0.35 | 0.43 | 0.62 | -0.45 |
Profit Per Trade % | 2.32 | 2.49 | 2.22 | 4.21 | 4.32 |
Loss Per Trade % | 2.82 | 2.39 | 3.20 | 3.99 | 3.66 |
Days In Trade | 521 | 208 | 313 | 521 | 521 |
Days In Trade (Avg. Per Trade) | 14.47 | 14.86 | 14.23 | 14.47 | 14.47 |
% Days In Trade | 47.67 | 19.03 | 28.64 | 47.67 | 47.67 |