Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SCHW | Charles Schwab Corp | Financial Services | Capital Markets | 133239 | 0.0137 | 72.93 | 9228692 |
BK | Bank of New York Mellon | Financial Services | Asset Management | 40382 | 0.0305 | 55.25 | 4324663 |
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 |