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: | |
Inverted: | COF | Transformed: | DFS | A=1000.0 B=0.1 | |
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: | 2608.54 |
Total net P/L: | 608.54 | Total ROI: | 30.43 % |
CAGR: | 26.46 % | Max. DD: | 19.74 % |
System Score: | 1.252 | Sharpe Ratio: | 1.006 |
Start Date: | 2018-01-02 | End Date: | 2019-02-19 |
Total days: | 413 | ||
Commissions: | 52.00 | Comm.% P/L | 7.87 % |
Total Transactions: | 52 | Log. Linearity: | 36.169 % |
Total | Long | Short | DFS | COF | |
---|---|---|---|---|---|
Total Profit/Loss | 660.54 | 117.37 | 543.17 | 353.76 | 306.78 |
Total Profit | 1097.20 | 207.17 | 890.03 | 559.00 | 574.04 |
Total Loss | 436.66 | 89.80 | 346.86 | 205.24 | 267.26 |
Profit Factor | 2.51 | 2.31 | 2.57 | 2.72 | 2.15 |
Trades | 13 | 4 | 9 | 13 | 13 |
Winning Trades | 7 | 3 | 4 | 7 | 7 |
Losing Trades | 6 | 1 | 5 | 6 | 6 |
% Profitable | 53.00 | 75.00 | 44.00 | 53.00 | 53.00 |
Profit/Loss Per Trade % | 2.26 | 1.37 | 2.66 | 1.29 | 1.10 |
Profit Per Trade % | 7.43 | 3.37 | 10.58 | 3.85 | 3.95 |
Loss Per Trade % | 3.44 | 4.41 | 3.24 | 1.61 | 2.12 |
Days In Trade | 164 | 49 | 115 | 164 | 164 |
Days In Trade (Avg. Per Trade) | 12.62 | 12.25 | 12.78 | 12.62 | 12.62 |
% Days In Trade | 39.71 | 11.86 | 27.85 | 39.71 | 39.71 |