Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
FITB | Fifth Third Bancorp | Financial Services | Banks - Regional | 29203 | 0.036 | 43.75 | 4680696 |
AXTA | Axalta Coating Systems Ltd | Basic Materials | Specialty Chemicals | 6670 | 30.72 | 2141600 |
Entry Threshold: | 1.60 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | 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 0.01 / 0.01 |
Initial Capital: | 1000.00 | Final Equity: | 2332.45 |
Total net P/L: | 1332.44 | Total ROI: | 133.24 % |
CAGR: | 26.01 % | Max. DD: | 26.61 % |
System Score: | 17.857 | Sharpe Ratio: | 1.872 |
Start Date: | 2017-01-02 | End Date: | 2020-08-31 |
Total days: | 1337 | ||
Commissions: | 288.00 | Comm.% P/L | 17.77 % |
Total Transactions: | 288 | Log. Linearity: | 88.215 % |
Total | ![]() |
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FITB | AXTA | |
---|---|---|---|---|---|
Total Profit/Loss | 1620.44 | 1031.64 | 588.81 | 1744.32 | -123.87 |
Total Profit | 2703.34 | 1590.06 | 1113.29 | 3334.22 | 2268.23 |
Total Loss | 1082.90 | 558.42 | 524.48 | 1589.90 | 2392.10 |
Profit Factor | 2.50 | 2.85 | 2.12 | 2.10 | 0.95 |
Trades | 72 | 38 | 34 | 72 | 72 |
Winning Trades | 55 | 32 | 23 | 50 | 43 |
Losing Trades | 17 | 6 | 11 | 22 | 29 |
% Profitable | 76.00 | 84.00 | 67.00 | 69.00 | 59.00 |
Profit/Loss Per Trade % | 1.52 | 1.90 | 1.08 | 1.12 | 0.02 |
Profit Per Trade % | 3.57 | 3.59 | 3.53 | 4.11 | 3.67 |
Loss Per Trade % | 4.68 | 6.37 | 3.77 | 4.77 | 4.94 |
Days In Trade | 789 | 394 | 395 | 789 | 789 |
Days In Trade (Avg. Per Trade) | 10.96 | 10.37 | 11.62 | 10.96 | 10.96 |
% Days In Trade | 59.01 | 29.47 | 29.54 | 59.01 | 59.01 |