Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SCHW | Charles Schwab Corp | Financial Services | Capital Markets | 135669 | 0.0135 | 74.26 | 9231753 |
DB | Deutsche Bank AG | Financial Services | Banks-Regional | 32351 | 0.0299 | 16.24 | 2797099 |
Entry Threshold: | 1.00 | Exit Threshold: | -1.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 10 | 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: | 4303.72 |
Total net P/L: | -5696.28 | Total ROI: | -56.96 % |
CAGR: | -13.46 % | Max. DD: | 71.78 % |
System Score: | -1.478 | Sharpe Ratio: | -0.631 |
Start Date: | 2015-01-02 | End Date: | 2020-10-30 |
Total days: | 2128 | ||
Commissions: | 1275.20 | Comm.% P/L | 28.84 % |
Total Transactions: | 520 | Log. Linearity: | 47.878 % |
Total | Long | Short | SCHW | DB | |
---|---|---|---|---|---|
Total Profit/Loss | -4421.08 | 3455.13 | -7876.21 | 938.42 | -5359.50 |
Total Profit | 33004.07 | 18941.05 | 14063.02 | 29306.61 | 35994.06 |
Total Loss | 37425.15 | 15485.92 | 21939.23 | 28368.19 | 41353.56 |
Profit Factor | 0.88 | 1.22 | 0.64 | 1.03 | 0.87 |
Trades | 130 | 61 | 69 | 130 | 130 |
Winning Trades | 78 | 41 | 37 | 69 | 76 |
Losing Trades | 52 | 20 | 32 | 61 | 54 |
% Profitable | 60.00 | 67.00 | 53.00 | 53.00 | 58.00 |
Profit/Loss Per Trade % | -0.54 | 0.18 | -1.17 | -0.16 | -0.67 |
Profit Per Trade % | 4.62 | 5.02 | 4.18 | 4.40 | 5.05 |
Loss Per Trade % | 7.44 | 8.60 | 6.73 | 4.90 | 7.71 |
Days In Trade | 1830 | 779 | 1051 | 1830 | 1830 |
Days In Trade (Avg. Per Trade) | 14.08 | 12.77 | 15.23 | 14.08 | 14.08 |
% Days In Trade | 86.00 | 36.61 | 49.39 | 86.00 | 86.00 |