Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
FITB | Fifth Third Bancorp | Financial Services | Banks - Regional | 23664 | 0.0405 | 34.1 | 5325989 |
AXTA | Axalta Coating Systems Ltd | Basic Materials | Specialty Chemicals | 6943 | 31.78 | 2096876 |
Entry Threshold: | 1.70 | 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: | 2015.58 |
Total net P/L: | 1015.58 | Total ROI: | 101.56 % |
CAGR: | 21.09 % | Max. DD: | 26.06 % |
System Score: | 14.642 | Sharpe Ratio: | 1.614 |
Start Date: | 2017-01-02 | End Date: | 2020-08-31 |
Total days: | 1337 | ||
Commissions: | 272.00 | Comm.% P/L | 21.12 % |
Total Transactions: | 272 | Log. Linearity: | 88.550 % |
Total | Long | Short | FITB | AXTA | |
---|---|---|---|---|---|
Total Profit/Loss | 1287.58 | 1020.52 | 267.06 | 1540.35 | -252.77 |
Total Profit | 2305.64 | 1534.20 | 771.44 | 2955.95 | 1964.40 |
Total Loss | 1018.07 | 513.68 | 504.38 | 1415.61 | 2217.17 |
Profit Factor | 2.26 | 2.99 | 1.53 | 2.09 | 0.89 |
Trades | 68 | 38 | 30 | 68 | 68 |
Winning Trades | 51 | 31 | 20 | 48 | 39 |
Losing Trades | 17 | 7 | 10 | 20 | 29 |
% Profitable | 75.00 | 81.00 | 66.00 | 70.00 | 57.00 |
Profit/Loss Per Trade % | 1.38 | 1.95 | 0.66 | 1.20 | -0.22 |
Profit Per Trade % | 3.52 | 3.75 | 3.16 | 4.14 | 3.68 |
Loss Per Trade % | 4.61 | 5.35 | 4.09 | 4.86 | 5.02 |
Days In Trade | 761 | 387 | 374 | 761 | 761 |
Days In Trade (Avg. Per Trade) | 11.19 | 10.18 | 12.47 | 11.19 | 11.19 |
% Days In Trade | 56.92 | 28.95 | 27.97 | 56.92 | 56.92 |