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: | 30 | 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: | 12627.09 |
Total net P/L: | 2627.09 | Total ROI: | 26.27 % |
CAGR: | 4.08 % | Max. DD: | 44.73 % |
System Score: | 0.000 | Sharpe Ratio: | 0.736 |
Start Date: | 2015-01-02 | End Date: | 2020-10-30 |
Total days: | 2128 | ||
Commissions: | 370.78 | Comm.% P/L | 12.37 % |
Total Transactions: | 308 | Log. Linearity: | 1.949 % |
Total | Long | Short | SCHW | BK | |
---|---|---|---|---|---|
Total Profit/Loss | 2997.87 | 3532.40 | -534.53 | 668.60 | 2329.27 |
Total Profit | 16066.91 | 7099.08 | 8967.83 | 19587.81 | 17174.88 |
Total Loss | 13069.04 | 3566.68 | 9502.36 | 18919.21 | 14845.61 |
Profit Factor | 1.23 | 1.99 | 0.94 | 1.04 | 1.16 |
Trades | 77 | 37 | 40 | 77 | 77 |
Winning Trades | 52 | 28 | 24 | 45 | 37 |
Losing Trades | 25 | 9 | 16 | 32 | 40 |
% Profitable | 67.00 | 75.00 | 60.00 | 58.00 | 48.00 |
Profit/Loss Per Trade % | 0.36 | 1.04 | -0.26 | -0.31 | 0.24 |
Profit Per Trade % | 3.62 | 3.03 | 4.32 | 4.99 | 5.45 |
Loss Per Trade % | 6.01 | 4.78 | 6.71 | 6.92 | 4.19 |
Days In Trade | 1415 | 628 | 787 | 1415 | 1415 |
Days In Trade (Avg. Per Trade) | 18.38 | 16.97 | 19.68 | 18.38 | 18.38 |
% Days In Trade | 66.49 | 29.51 | 36.98 | 66.49 | 66.49 |