Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
WFC | Wells Fargo & Company | Financial Services | Banks - Diversified | 212202 | 0.0231 | 59.93 | 17275470 |
USB | U.S. Bancorp | Financial Services | Banks - Regional | 64912 | 0.0471 | 40.99 | 10540858 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
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: | 10000.00 | Final Equity: | 16865.89 |
Total net P/L: | 6865.89 | Total ROI: | 68.66 % |
CAGR: | 9.98 % | Max. DD: | 11.35 % |
System Score: | 8.121 | Sharpe Ratio: | 2.055 |
Start Date: | 2015-01-02 | End Date: | 2020-06-30 |
Total days: | 2006 | ||
Commissions: | 478.23 | Comm.% P/L | 6.51 % |
Total Transactions: | 348 | Log. Linearity: | 93.366 % |
Total | Long | Short | WFC | USB | |
---|---|---|---|---|---|
Total Profit/Loss | 7344.12 | 1846.47 | 5497.65 | 4091.98 | 3252.14 |
Total Profit | 15379.32 | 8240.92 | 7138.40 | 22810.69 | 19434.47 |
Total Loss | 8035.20 | 6394.45 | 1640.75 | 18718.71 | 16182.33 |
Profit Factor | 1.91 | 1.29 | 4.35 | 1.22 | 1.20 |
Trades | 87 | 50 | 37 | 87 | 87 |
Winning Trades | 66 | 36 | 30 | 48 | 52 |
Losing Trades | 21 | 14 | 7 | 39 | 35 |
% Profitable | 75.00 | 72.00 | 81.00 | 55.00 | 59.00 |
Profit/Loss Per Trade % | 0.64 | 0.35 | 1.04 | 0.21 | 0.24 |
Profit Per Trade % | 1.72 | 1.74 | 1.70 | 3.37 | 2.73 |
Loss Per Trade % | 2.61 | 3.06 | 1.70 | 3.44 | 3.21 |
Days In Trade | 1007 | 595 | 412 | 1007 | 1007 |
Days In Trade (Avg. Per Trade) | 11.57 | 11.90 | 11.14 | 11.57 | 11.57 |
% Days In Trade | 50.20 | 29.66 | 20.54 | 50.20 | 50.20 |