Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AXP | American Express Company | Financial Services | Credit Services | 161620 | 0.0125 | 227.75 | 3016120 |
AMP | Ameriprise Financial Inc | Financial Services | Asset Management | 43809 | 0.0125 | 435.98 | 476521 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 20 |
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: | 12665.86 |
Total net P/L: | 2665.86 | Total ROI: | 26.66 % |
CAGR: | 4.14 % | Max. DD: | 25.14 % |
System Score: | 0.021 | Sharpe Ratio: | 0.775 |
Start Date: | 2015-01-02 | End Date: | 2020-10-30 |
Total days: | 2128 | ||
Commissions: | 270.44 | Comm.% P/L | 9.21 % |
Total Transactions: | 268 | Log. Linearity: | 17.320 % |
Total | Long | Short | AXP | AMP | |
---|---|---|---|---|---|
Total Profit/Loss | 2936.30 | 3047.82 | -111.52 | 7096.77 | -4160.47 |
Total Profit | 13421.53 | 8016.74 | 5404.79 | 18824.73 | 15628.63 |
Total Loss | 10485.23 | 4968.92 | 5516.31 | 11727.96 | 19789.10 |
Profit Factor | 1.28 | 1.61 | 0.98 | 1.61 | 0.79 |
Trades | 67 | 36 | 31 | 67 | 67 |
Winning Trades | 43 | 25 | 18 | 35 | 43 |
Losing Trades | 24 | 11 | 13 | 32 | 24 |
% Profitable | 64.00 | 69.00 | 58.00 | 52.00 | 64.00 |
Profit/Loss Per Trade % | 0.38 | 0.65 | 0.08 | 0.73 | -0.67 |
Profit Per Trade % | 2.49 | 2.56 | 2.40 | 3.96 | 2.74 |
Loss Per Trade % | 3.21 | 3.49 | 2.97 | 2.65 | 5.91 |
Days In Trade | 906 | 475 | 431 | 906 | 906 |
Days In Trade (Avg. Per Trade) | 13.52 | 13.19 | 13.90 | 13.52 | 13.52 |
% Days In Trade | 42.58 | 22.32 | 20.25 | 42.58 | 42.58 |