| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| SCHW | Charles Schwab Corp | Financial Services | Capital Markets | 171393 | 0.0112 | 94.42 | 9919343 |
| BK | The Bank of New York Mellon Corporation | Financial Services | Banks - Diversified | 75307 | 0.0182 | 107.99 | 4027948 |
| Entry Threshold: | 2.10 | 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: | 12147.40 |
| Total net P/L: | 2147.40 | Total ROI: | 21.47 % |
| CAGR: | 3.39 % | Max. DD: | 42.96 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.664 |
| Start Date: | 2015-01-02 | End Date: | 2020-10-30 |
| Total days: | 2128 | ||
| Commissions: | 410.52 | Comm.% P/L | 16.05 % |
| Total Transactions: | 340 | Log. Linearity: | 0.256 % |
| Total | Long |
Short |
SCHW | BK | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2557.92 | 2718.51 | -160.59 | -1063.47 | 3621.39 |
| Total Profit | 16248.70 | 7015.20 | 9233.50 | 19818.28 | 17601.37 |
| Total Loss | 13690.78 | 4296.69 | 9394.09 | 20881.75 | 13979.98 |
| Profit Factor | 1.19 | 1.63 | 0.98 | 0.95 | 1.26 |
| Trades | 85 | 41 | 44 | 85 | 85 |
| Winning Trades | 51 | 26 | 25 | 43 | 43 |
| Losing Trades | 34 | 15 | 19 | 42 | 42 |
| % Profitable | 60.00 | 63.00 | 56.00 | 50.00 | 50.00 |
| Profit/Loss Per Trade % | 0.28 | 0.68 | -0.08 | -0.43 | 0.34 |
| Profit Per Trade % | 3.63 | 3.09 | 4.19 | 5.18 | 4.62 |
| Loss Per Trade % | 4.45 | 3.31 | 5.36 | 5.55 | 3.69 |
| Days In Trade | 1280 | 582 | 698 | 1280 | 1280 |
| Days In Trade (Avg. Per Trade) | 15.06 | 14.20 | 15.86 | 15.06 | 15.06 |
| % Days In Trade | 60.15 | 27.35 | 32.80 | 60.15 | 60.15 |