Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AXP | American Express Company | Financial Services | Credit Services | 171885 | 0.0117 | 238.96 | 3051935 |
AMP | Ameriprise Financial Inc | Financial Services | Asset Management | 42218 | 0.0128 | 407.69 | 473122 |
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: | 9353.61 |
Total net P/L: | -646.39 | Total ROI: | -6.46 % |
CAGR: | -7.76 % | Max. DD: | 14.62 % |
System Score: | -0.219 | Sharpe Ratio: | -0.241 |
Start Date: | 2020-01-02 | End Date: | 2020-10-30 |
Total days: | 302 | ||
Commissions: | 28.00 | Comm.% P/L | 4.53 % |
Total Transactions: | 28 | Log. Linearity: | 30.450 % |
Total | Long | Short | AXP | AMP | |
---|---|---|---|---|---|
Total Profit/Loss | -618.39 | -807.45 | 189.06 | 4030.07 | -4648.46 |
Total Profit | 395.19 | 206.13 | 189.06 | 4995.28 | 744.59 |
Total Loss | 1013.58 | 1013.58 | 0.00 | 965.21 | 5393.05 |
Profit Factor | 0.39 | 0.20 | 0.00 | 5.18 | 0.14 |
Trades | 7 | 4 | 3 | 7 | 7 |
Winning Trades | 4 | 1 | 3 | 3 | 4 |
Losing Trades | 3 | 3 | 0 | 4 | 3 |
% Profitable | 57.00 | 25.00 | 100.00 | 42.00 | 57.00 |
Profit/Loss Per Trade % | -0.91 | -2.05 | 0.63 | 4.90 | -7.65 |
Profit Per Trade % | 1.02 | 2.19 | 0.63 | 15.65 | 1.91 |
Loss Per Trade % | 3.41 | 3.41 | 0.00 | 2.46 | 17.02 |
Days In Trade | 105 | 56 | 49 | 105 | 105 |
Days In Trade (Avg. Per Trade) | 15.00 | 14.00 | 16.33 | 15.00 | 15.00 |
% Days In Trade | 34.77 | 18.54 | 16.23 | 34.77 | 34.77 |