Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AXP | American Express Company | Financial Services | Credit Services | 172000 | 0.0117 | 237.1 | 3069986 |
AMP | Ameriprise Financial Inc | Financial Services | Asset Management | 41365 | 0.0143 | 410.91 | 476130 |
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: | 8449.24 |
Total net P/L: | -1550.76 | Total ROI: | -15.51 % |
CAGR: | -5.79 % | Max. DD: | 24.84 % |
System Score: | -0.266 | Sharpe Ratio: | -0.451 |
Start Date: | 2018-01-02 | End Date: | 2020-10-30 |
Total days: | 1032 | ||
Commissions: | 120.00 | Comm.% P/L | 8.39 % |
Total Transactions: | 120 | Log. Linearity: | 35.839 % |
Total | Long | Short | AXP | AMP | |
---|---|---|---|---|---|
Total Profit/Loss | -1430.76 | 234.78 | -1665.54 | 3034.27 | -4465.03 |
Total Profit | 3035.39 | 1793.84 | 1241.55 | 7318.56 | 4728.57 |
Total Loss | 4466.15 | 1559.06 | 2907.09 | 4284.29 | 9193.60 |
Profit Factor | 0.68 | 1.15 | 0.43 | 1.71 | 0.51 |
Trades | 30 | 14 | 16 | 30 | 30 |
Winning Trades | 17 | 8 | 9 | 12 | 19 |
Losing Trades | 13 | 6 | 7 | 18 | 11 |
% Profitable | 56.00 | 57.00 | 56.00 | 40.00 | 63.00 |
Profit/Loss Per Trade % | -0.52 | 0.14 | -1.08 | 0.90 | -2.05 |
Profit Per Trade % | 2.00 | 2.50 | 1.56 | 6.39 | 2.74 |
Loss Per Trade % | 3.65 | 2.91 | 4.30 | 2.54 | 8.84 |
Days In Trade | 417 | 190 | 227 | 417 | 417 |
Days In Trade (Avg. Per Trade) | 13.90 | 13.57 | 14.19 | 13.90 | 13.90 |
% Days In Trade | 40.41 | 18.41 | 22.00 | 40.41 | 40.41 |