Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MS | Morgan Stanley | Financial Services | Capital Markets | 152898 | 0.0364 | 93.5 | 8215406 |
GS | Goldman Sachs Group Inc | Financial Services | Capital Markets | 134760 | 0.0271 | 415.25 | 2195084 |
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: | 1000.00 | Final Equity: | 954.83 |
Total net P/L: | -45.17 | Total ROI: | -4.52 % |
CAGR: | -4.52 % | Max. DD: | 11.13 % |
System Score: | -0.021 | Sharpe Ratio: | -0.250 |
Start Date: | 2019-07-01 | End Date: | 2020-06-30 |
Total days: | 365 | ||
Commissions: | 64.00 | Comm.% P/L | 339.88 % |
Total Transactions: | 64 | Log. Linearity: | 16.736 % |
Total | Long | Short | MS | GS | |
---|---|---|---|---|---|
Total Profit/Loss | 18.83 | 115.04 | -96.21 | -475.15 | 493.98 |
Total Profit | 191.83 | 147.88 | 43.95 | 259.07 | 646.85 |
Total Loss | 173.00 | 32.84 | 140.16 | 734.22 | 152.87 |
Profit Factor | 1.11 | 4.50 | 0.31 | 0.35 | 4.23 |
Trades | 16 | 7 | 9 | 16 | 16 |
Winning Trades | 10 | 6 | 4 | 6 | 10 |
Losing Trades | 6 | 1 | 5 | 9 | 6 |
% Profitable | 62.00 | 85.00 | 44.00 | 37.00 | 62.00 |
Profit/Loss Per Trade % | 0.13 | 1.71 | -1.08 | -3.28 | 2.85 |
Profit Per Trade % | 2.00 | 2.56 | 1.16 | 4.46 | 6.32 |
Loss Per Trade % | 2.88 | 3.29 | 2.80 | 7.91 | 2.64 |
Days In Trade | 194 | 74 | 120 | 194 | 194 |
Days In Trade (Avg. Per Trade) | 12.12 | 10.57 | 13.33 | 12.12 | 12.12 |
% Days In Trade | 53.15 | 20.27 | 32.88 | 53.15 | 53.15 |