| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| MS | Morgan Stanley | Financial Services | Capital Markets | 282520 | 0.0223 | 176.98 | 6172530 |
| EWJ | iShares MSCI Japan ETF | 16517 | 0.0088 | 80.58 | 5770633 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 30 | Entry Mode: | Simple | Reversals: | |
| MA Period: | 15 | 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: | 8980.30 |
| Total net P/L: | -1019.70 | Total ROI: | -10.20 % |
| CAGR: | -1.83 % | Max. DD: | 47.68 % |
| System Score: | -0.000 | Sharpe Ratio: | 0.043 |
| Start Date: | 2015-01-02 | End Date: | 2020-10-30 |
| Total days: | 2128 | ||
| Commissions: | 467.55 | Comm.% P/L | 84.68 % |
| Total Transactions: | 380 | Log. Linearity: | 1.180 % |
| Total | Long |
Short |
MS | EWJ | |
|---|---|---|---|---|---|
| Total Profit/Loss | -552.15 | -863.21 | 311.06 | -1307.33 | 755.18 |
| Total Profit | 15960.20 | 7801.10 | 8159.10 | 22082.96 | 11655.83 |
| Total Loss | 16512.35 | 8664.31 | 7848.04 | 23390.29 | 10900.65 |
| Profit Factor | 0.97 | 0.90 | 1.04 | 0.94 | 1.07 |
| Trades | 95 | 43 | 52 | 95 | 95 |
| Winning Trades | 61 | 28 | 33 | 60 | 44 |
| Losing Trades | 34 | 15 | 19 | 35 | 51 |
| % Profitable | 64.00 | 65.00 | 63.00 | 63.00 | 46.00 |
| Profit/Loss Per Trade % | -0.07 | -0.28 | 0.11 | -0.22 | 0.01 |
| Profit Per Trade % | 2.45 | 2.63 | 2.31 | 3.38 | 2.35 |
| Loss Per Trade % | 4.11 | 5.25 | 3.22 | 5.61 | 1.94 |
| Days In Trade | 1424 | 692 | 732 | 1424 | 1424 |
| Days In Trade (Avg. Per Trade) | 14.99 | 16.09 | 14.08 | 14.99 | 14.99 |
| % Days In Trade | 66.92 | 32.52 | 34.40 | 66.92 | 66.92 |