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: | 10 |
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: | 8087.38 |
Total net P/L: | -1912.62 | Total ROI: | -19.13 % |
CAGR: | -3.58 % | Max. DD: | 52.34 % |
System Score: | -0.019 | Sharpe Ratio: | -0.190 |
Start Date: | 2015-01-02 | End Date: | 2020-10-30 |
Total days: | 2128 | ||
Commissions: | 421.94 | Comm.% P/L | 28.31 % |
Total Transactions: | 376 | Log. Linearity: | 17.567 % |
Total | Long | Short | SCHW | BK | |
---|---|---|---|---|---|
Total Profit/Loss | -1490.68 | 1455.51 | -2946.19 | -7667.62 | 6176.94 |
Total Profit | 11167.04 | 5679.72 | 5487.32 | 15423.33 | 18281.86 |
Total Loss | 12657.72 | 4224.21 | 8433.51 | 23090.95 | 12104.92 |
Profit Factor | 0.88 | 1.34 | 0.65 | 0.67 | 1.51 |
Trades | 94 | 48 | 46 | 94 | 94 |
Winning Trades | 59 | 33 | 26 | 46 | 57 |
Losing Trades | 35 | 15 | 20 | 48 | 37 |
% Profitable | 62.00 | 68.00 | 56.00 | 48.00 | 60.00 |
Profit/Loss Per Trade % | -0.16 | 0.54 | -0.90 | -1.18 | 0.63 |
Profit Per Trade % | 2.68 | 2.50 | 2.89 | 4.63 | 4.18 |
Loss Per Trade % | 4.65 | 3.51 | 5.52 | 6.08 | 4.47 |
Days In Trade | 1635 | 815 | 820 | 1635 | 1635 |
Days In Trade (Avg. Per Trade) | 17.39 | 16.98 | 17.83 | 17.39 | 17.39 |
% Days In Trade | 76.83 | 38.30 | 38.53 | 76.83 | 76.83 |