Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PNC | PNC Financial Services Group Inc | Financial Services | Banks - Regional | 62915 | 0.0392 | 156.3 | 2178394 |
BAC | Bank of America Corp | Financial Services | Banks - Diversified | 301458 | 0.0251 | 37.91 | 43166572 |
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: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 11228.65 |
Total net P/L: | 1228.65 | Total ROI: | 12.29 % |
CAGR: | 12.29 % | Max. DD: | 2.63 % |
System Score: | 10.048 | Sharpe Ratio: | 2.108 |
Start Date: | 2019-08-01 | End Date: | 2020-07-31 |
Total days: | 365 | ||
Commissions: | 53.69 | Comm.% P/L | 4.19 % |
Total Transactions: | 52 | Log. Linearity: | 93.514 % |
Total | Long | Short | PNC | BAC | |
---|---|---|---|---|---|
Total Profit/Loss | 1282.34 | 760.09 | 522.25 | -938.70 | 2221.04 |
Total Profit | 1397.04 | 831.55 | 565.49 | 1427.33 | 3072.11 |
Total Loss | 114.70 | 71.46 | 43.24 | 2366.03 | 851.07 |
Profit Factor | 12.18 | 11.64 | 13.08 | 0.60 | 3.61 |
Trades | 13 | 8 | 5 | 13 | 13 |
Winning Trades | 11 | 7 | 4 | 7 | 8 |
Losing Trades | 2 | 1 | 1 | 6 | 4 |
% Profitable | 84.00 | 87.00 | 80.00 | 53.00 | 61.00 |
Profit/Loss Per Trade % | 0.94 | 0.91 | 0.98 | -0.71 | 1.52 |
Profit Per Trade % | 1.20 | 1.13 | 1.34 | 1.94 | 3.57 |
Loss Per Trade % | 0.53 | 0.64 | 0.43 | 3.68 | 2.02 |
Days In Trade | 118 | 80 | 38 | 118 | 118 |
Days In Trade (Avg. Per Trade) | 9.08 | 10.00 | 7.60 | 9.08 | 9.08 |
% Days In Trade | 32.33 | 21.92 | 10.41 | 32.33 | 32.33 |