Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SLF | Sun Life Financial Inc. | Financial Services | Insurance - Diversified | 29781 | 0.0453 | 51.11 | 635505 |
MFC | Manulife Financial Corp | Financial Services | Insurance - Life | 41660 | 0.0512 | 23.07 | 3272993 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 20 | MA Type: | SMA | 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: | 10000.00 | Final Equity: | 10312.28 |
Total net P/L: | 312.28 | Total ROI: | 3.12 % |
CAGR: | 122.93 % | Max. DD: | 0.39 % |
System Score: | 79.119 | Sharpe Ratio: | 1.851 |
Start Date: | 2019-10-01 | End Date: | 2019-10-15 |
Total days: | 14 | ||
Commissions: | 8.09 | Comm.% P/L | 2.53 % |
Total Transactions: | 4 | Log. Linearity: | 86.338 % |
Total | Long | Short | SLF | MFC | |
---|---|---|---|---|---|
Total Profit/Loss | 320.37 | 0.00 | 320.37 | -182.49 | 502.86 |
Total Profit | 320.37 | 0.00 | 320.37 | 0.00 | 502.86 |
Total Loss | 0.00 | 0.00 | 0.00 | 182.49 | 0.00 |
Profit Factor | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Trades | 1 | 0 | 1 | 1 | 1 |
Winning Trades | 1 | 0 | 1 | 0 | 1 |
Losing Trades | 0 | 0 | 0 | 1 | 0 |
% Profitable | 100.00 | 0.00 | 100.00 | 0.00 | 100.00 |
Profit/Loss Per Trade % | 3.20 | 0.00 | 3.20 | -1.83 | 5.03 |
Profit Per Trade % | 3.20 | 0.00 | 3.20 | 0.00 | 5.03 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 1.83 | 0.00 |
Days In Trade | 9 | 0 | 9 | 9 | 9 |
Days In Trade (Avg. Per Trade) | 9.00 | 0.00 | 9.00 | 9.00 | 9.00 |
% Days In Trade | 64.29 | 0.00 | 64.29 | 64.29 | 64.29 |