Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
COF | Capital One Financial Corporation | Financial Services | Credit Services | 56629 | 0.0161 | 145.97 | 2538892 |
NBHC | National Bank Holdings Corporation | Financial Services | Banks - Regional | 1301 | 0.031 | 33.65 | 167632 |
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: | 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: | 10726.94 |
Total net P/L: | 726.94 | Total ROI: | 7.27 % |
CAGR: | 3.58 % | Max. DD: | 28.91 % |
System Score: | 0.153 | Sharpe Ratio: | 0.377 |
Start Date: | 2019-01-02 | End Date: | 2020-12-31 |
Total days: | 729 | ||
Commissions: | 173.96 | Comm.% P/L | 19.31 % |
Total Transactions: | 116 | Log. Linearity: | 34.982 % |
Total | Long | Short | COF | NBHC | |
---|---|---|---|---|---|
Total Profit/Loss | 900.90 | 1464.56 | -563.66 | -525.78 | 1426.68 |
Total Profit | 8132.43 | 3660.17 | 4472.26 | 9847.42 | 10131.82 |
Total Loss | 7231.53 | 2195.61 | 5035.92 | 10373.20 | 8705.14 |
Profit Factor | 1.12 | 1.67 | 0.89 | 0.95 | 1.16 |
Trades | 29 | 10 | 19 | 29 | 29 |
Winning Trades | 19 | 6 | 13 | 16 | 16 |
Losing Trades | 10 | 4 | 6 | 13 | 13 |
% Profitable | 65.00 | 60.00 | 68.00 | 55.00 | 55.00 |
Profit/Loss Per Trade % | 0.29 | 1.21 | -0.19 | -0.45 | 0.25 |
Profit Per Trade % | 3.53 | 5.10 | 2.81 | 4.86 | 5.01 |
Loss Per Trade % | 5.29 | 4.30 | 5.95 | 6.06 | 5.08 |
Days In Trade | 397 | 131 | 266 | 397 | 397 |
Days In Trade (Avg. Per Trade) | 13.69 | 13.10 | 14.00 | 13.69 | 13.69 |
% Days In Trade | 54.46 | 17.97 | 36.49 | 54.46 | 54.46 |