Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
COF | Capital One Financial Corporation | Financial Services | Credit Services | 54970 | 0.0166 | 144.51 | 2520860 |
NBHC | National Bank Holdings Corporation | Financial Services | Banks - Regional | 1359 | 0.03 | 35.97 | 183271 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
RSI Period: | 30 | 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: | 9340.35 |
Total net P/L: | -659.65 | Total ROI: | -6.60 % |
CAGR: | -6.61 % | Max. DD: | 25.25 % |
System Score: | -0.118 | Sharpe Ratio: | -0.080 |
Start Date: | 2020-01-02 | End Date: | 2020-12-31 |
Total days: | 364 | ||
Commissions: | 26.84 | Comm.% P/L | 4.24 % |
Total Transactions: | 20 | Log. Linearity: | 26.106 % |
Total | Long | Short | COF | NBHC | |
---|---|---|---|---|---|
Total Profit/Loss | -632.81 | -632.81 | 0.00 | -3075.20 | 2442.39 |
Total Profit | 430.76 | 430.76 | 0.00 | 951.22 | 3421.63 |
Total Loss | 1063.57 | 1063.57 | 0.00 | 4026.42 | 979.24 |
Profit Factor | 0.41 | 0.41 | 0.00 | 0.24 | 3.49 |
Trades | 5 | 5 | 0 | 5 | 5 |
Winning Trades | 2 | 2 | 0 | 2 | 3 |
Losing Trades | 3 | 3 | 0 | 3 | 2 |
% Profitable | 40.00 | 40.00 | 0.00 | 40.00 | 60.00 |
Profit/Loss Per Trade % | -1.30 | -1.30 | 0.00 | -6.92 | 4.18 |
Profit Per Trade % | 2.39 | 2.39 | 0.00 | 5.23 | 11.10 |
Loss Per Trade % | 3.66 | 3.66 | 0.00 | 13.06 | 5.40 |
Days In Trade | 87 | 87 | 0 | 87 | 87 |
Days In Trade (Avg. Per Trade) | 17.40 | 17.40 | 0.00 | 17.40 | 17.40 |
% Days In Trade | 23.90 | 23.90 | 0.00 | 23.90 | 23.90 |