Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
RJF | Raymond James Financial Inc. | Financial Services | Capital Markets | 26576 | 0.0142 | 127.14 | 940097 |
SF | Stifel Financial Corporation | Financial Services | Capital Markets | 8006 | 0.0216 | 77.88 | 565908 |
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: | 1158.51 |
Total net P/L: | 158.51 | Total ROI: | 15.85 % |
CAGR: | 10.32 % | Max. DD: | 26.42 % |
System Score: | 4.003 | Sharpe Ratio: | 0.680 |
Start Date: | 2019-01-02 | End Date: | 2020-07-02 |
Total days: | 547 | ||
Commissions: | 64.00 | Comm.% P/L | 28.76 % |
Total Transactions: | 64 | Log. Linearity: | 72.939 % |
Total | Long | Short | RJF | SF | |
---|---|---|---|---|---|
Total Profit/Loss | 222.51 | 102.03 | 120.48 | 447.19 | -224.68 |
Total Profit | 316.17 | 179.22 | 136.95 | 715.25 | 407.19 |
Total Loss | 93.66 | 77.19 | 16.47 | 268.06 | 631.87 |
Profit Factor | 3.38 | 2.32 | 8.32 | 2.67 | 0.64 |
Trades | 16 | 10 | 6 | 16 | 16 |
Winning Trades | 14 | 9 | 5 | 9 | 8 |
Losing Trades | 2 | 1 | 1 | 7 | 8 |
% Profitable | 87.00 | 90.00 | 83.00 | 56.00 | 50.00 |
Profit/Loss Per Trade % | 1.32 | 0.95 | 1.94 | 2.14 | -1.52 |
Profit Per Trade % | 2.20 | 1.97 | 2.63 | 7.14 | 5.12 |
Loss Per Trade % | 4.56 | 7.73 | 1.48 | 3.88 | 7.02 |
Days In Trade | 177 | 115 | 62 | 177 | 177 |
Days In Trade (Avg. Per Trade) | 11.06 | 11.50 | 10.33 | 11.06 | 11.06 |
% Days In Trade | 32.36 | 21.02 | 11.33 | 32.36 | 32.36 |