Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
RJF | Raymond James Financial Inc. | Financial Services | Capital Markets | 25610 | 0.0148 | 121.94 | 923066 |
SF | Stifel Financial Corporation | Financial Services | Capital Markets | 7643 | 0.0226 | 74.41 | 562660 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | 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: | 1000.00 | Final Equity: | 1072.97 |
Total net P/L: | 72.97 | Total ROI: | 7.30 % |
CAGR: | 15.17 % | Max. DD: | 26.09 % |
System Score: | 0.008 | Sharpe Ratio: | 0.404 |
Start Date: | 2020-01-02 | End Date: | 2020-07-02 |
Total days: | 182 | ||
Commissions: | 20.00 | Comm.% P/L | 21.51 % |
Total Transactions: | 20 | Log. Linearity: | 7.907 % |
Total | Long | Short | RJF | SF | |
---|---|---|---|---|---|
Total Profit/Loss | 92.97 | 38.26 | 54.71 | 569.34 | -476.37 |
Total Profit | 103.83 | 38.26 | 65.57 | 569.34 | 0.00 |
Total Loss | 10.86 | 0.00 | 10.86 | 0.00 | 476.37 |
Profit Factor | 9.56 | 0.00 | 6.04 | 0.00 | 0.00 |
Trades | 5 | 2 | 3 | 5 | 5 |
Winning Trades | 4 | 2 | 2 | 5 | 0 |
Losing Trades | 1 | 0 | 1 | 0 | 5 |
% Profitable | 80.00 | 100.00 | 66.00 | 100.00 | 0.00 |
Profit/Loss Per Trade % | 1.81 | 1.89 | 1.77 | 10.86 | -9.84 |
Profit Per Trade % | 2.54 | 1.89 | 3.21 | 10.86 | 0.00 |
Loss Per Trade % | 1.05 | 0.00 | 1.05 | 0.00 | 8.92 |
Days In Trade | 56 | 31 | 25 | 56 | 56 |
Days In Trade (Avg. Per Trade) | 11.20 | 15.50 | 8.33 | 11.20 | 11.20 |
% Days In Trade | 30.77 | 17.03 | 13.74 | 30.77 | 30.77 |