Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DFS | Discover Financial Services | Financial Services | Credit Services | 32072 | 0.0219 | 131.09 | 2398160 |
COF | Capital One Financial Corporation | Financial Services | Credit Services | 56637 | 0.0161 | 148.89 | 2530527 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
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: | 2000.00 | Final Equity: | 1703.09 |
Total net P/L: | -296.91 | Total ROI: | -14.85 % |
CAGR: | -13.24 % | Max. DD: | 18.57 % |
System Score: | -1.595 | Sharpe Ratio: | -1.139 |
Start Date: | 2018-01-02 | End Date: | 2019-02-19 |
Total days: | 413 | ||
Commissions: | 60.00 | Comm.% P/L | 25.33 % |
Total Transactions: | 60 | Log. Linearity: | 49.390 % |
Total | Long | Short | DFS | COF | |
---|---|---|---|---|---|
Total Profit/Loss | -236.91 | -75.36 | -161.55 | 184.94 | -421.85 |
Total Profit | 295.52 | 97.56 | 197.96 | 494.85 | 208.45 |
Total Loss | 532.43 | 172.92 | 359.51 | 309.91 | 630.30 |
Profit Factor | 0.56 | 0.56 | 0.55 | 1.60 | 0.33 |
Trades | 15 | 8 | 7 | 15 | 15 |
Winning Trades | 8 | 4 | 4 | 7 | 6 |
Losing Trades | 7 | 4 | 3 | 8 | 9 |
% Profitable | 53.00 | 50.00 | 57.00 | 46.00 | 40.00 |
Profit/Loss Per Trade % | -0.85 | -0.49 | -1.28 | 0.69 | -1.58 |
Profit Per Trade % | 1.97 | 1.28 | 2.67 | 3.84 | 1.76 |
Loss Per Trade % | 3.90 | 2.20 | 6.20 | 1.95 | 3.74 |
Days In Trade | 244 | 127 | 117 | 244 | 244 |
Days In Trade (Avg. Per Trade) | 16.27 | 15.88 | 16.71 | 16.27 | 16.27 |
% Days In Trade | 59.08 | 30.75 | 28.33 | 59.08 | 59.08 |