Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BAC | Bank of America Corp | Financial Services | Banks - Diversified | 301458 | 0.0251 | 38.32 | 43165885 |
PNC | PNC Financial Services Group Inc | Financial Services | Banks - Regional | 62915 | 0.0392 | 158.06 | 2183618 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 30 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 30 | MA Type: | EMA | StdDev Period: | 30 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 10.0 | Margin Req. 2: | 10.0 | High Leverage | |
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 162438.26 |
Total net P/L: | 152438.26 | Total ROI: | 1524.38 % |
CAGR: | 218.64 % | Max. DD: | 31.08 % |
System Score: | 135.719 | Sharpe Ratio: | 3.734 |
Start Date: | 2018-01-02 | End Date: | 2020-05-29 |
Total days: | 878 | ||
Commissions: | 3083.12 | Comm.% P/L | 1.98 % |
Total Transactions: | 112 | Log. Linearity: | 85.304 % |
Total | Long | Short | BAC | PNC | |
---|---|---|---|---|---|
Total Profit/Loss | 155521.38 | 46126.01 | 109395.37 | 4597.59 | 150923.79 |
Total Profit | 168247.49 | 58852.12 | 109395.37 | 144393.41 | 248812.27 |
Total Loss | 12726.11 | 12726.11 | 0.00 | 139795.82 | 97888.48 |
Profit Factor | 13.22 | 4.62 | 0.00 | 1.03 | 2.54 |
Trades | 28 | 11 | 17 | 28 | 28 |
Winning Trades | 26 | 9 | 17 | 18 | 16 |
Losing Trades | 2 | 2 | 0 | 10 | 12 |
% Profitable | 92.00 | 81.00 | 100.00 | 64.00 | 57.00 |
Profit/Loss Per Trade % | 10.70 | 8.80 | 11.95 | 3.32 | 0.83 |
Profit Per Trade % | 12.90 | 14.71 | 11.95 | 17.19 | 19.18 |
Loss Per Trade % | 12.52 | 12.52 | 0.00 | 15.02 | 15.45 |
Days In Trade | 323 | 122 | 201 | 323 | 323 |
Days In Trade (Avg. Per Trade) | 11.54 | 11.09 | 11.82 | 11.54 | 11.54 |
% Days In Trade | 36.79 | 13.90 | 22.89 | 36.79 | 36.79 |