Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
WFC | Wells Fargo & Company | Financial Services | Banks - Diversified | 200670 | 0.0247 | 57.96 | 17027820 |
USB | U.S. Bancorp | Financial Services | Banks - Regional | 69205 | 0.0445 | 44.7 | 11197705 |
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: | 988.43 |
Total net P/L: | -11.57 | Total ROI: | -1.16 % |
CAGR: | -6.83 % | Max. DD: | 2.60 % |
System Score: | -0.125 | Sharpe Ratio: | -0.363 |
Start Date: | 2019-12-02 | End Date: | 2020-01-31 |
Total days: | 60 | ||
Commissions: | 8.00 | Comm.% P/L | 224.09 % |
Total Transactions: | 8 | Log. Linearity: | 26.334 % |
Total | Long | Short | WFC | USB | |
---|---|---|---|---|---|
Total Profit/Loss | -3.57 | 12.09 | -15.66 | -14.61 | 11.04 |
Total Profit | 12.09 | 12.09 | 0.00 | 30.42 | 57.12 |
Total Loss | 15.66 | 0.00 | 15.66 | 45.03 | 46.08 |
Profit Factor | 0.77 | 0.00 | 0.00 | 0.68 | 1.24 |
Trades | 2 | 1 | 1 | 2 | 2 |
Winning Trades | 1 | 1 | 0 | 1 | 1 |
Losing Trades | 1 | 0 | 1 | 1 | 1 |
% Profitable | 50.00 | 100.00 | 0.00 | 50.00 | 50.00 |
Profit/Loss Per Trade % | -0.18 | 1.24 | -1.57 | -0.85 | 0.47 |
Profit Per Trade % | 1.24 | 1.24 | 0.00 | 3.05 | 5.84 |
Loss Per Trade % | 1.57 | 0.00 | 1.57 | 4.60 | 4.62 |
Days In Trade | 38 | 17 | 21 | 38 | 38 |
Days In Trade (Avg. Per Trade) | 19.00 | 17.00 | 21.00 | 19.00 | 19.00 |
% Days In Trade | 63.33 | 28.33 | 35.00 | 63.33 | 63.33 |