Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
USB | U.S. Bancorp | Financial Services | Banks - Regional | 63891 | 0.0478 | 39.44 | 10631821 |
TFC | Truist Financial Corp | Financial Services | Banks - Regional | 47658 | 0.0582 | 35.71 | 9881997 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | 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: | 9528.15 |
Total net P/L: | -471.85 | Total ROI: | -4.72 % |
CAGR: | -4.73 % | Max. DD: | 10.02 % |
System Score: | -0.000 | Sharpe Ratio: | -0.223 |
Start Date: | 2020-01-02 | End Date: | 2020-12-31 |
Total days: | 364 | ||
Commissions: | 51.79 | Comm.% P/L | 12.33 % |
Total Transactions: | 44 | Log. Linearity: | 0.329 % |
Total | Long | Short | USB | TFC | |
---|---|---|---|---|---|
Total Profit/Loss | -420.06 | -175.16 | -244.90 | 127.69 | -547.75 |
Total Profit | 1027.01 | 543.37 | 483.64 | 3768.60 | 3422.79 |
Total Loss | 1447.07 | 718.53 | 728.54 | 3640.91 | 3970.54 |
Profit Factor | 0.71 | 0.76 | 0.66 | 1.04 | 0.86 |
Trades | 11 | 6 | 5 | 11 | 11 |
Winning Trades | 5 | 2 | 3 | 4 | 6 |
Losing Trades | 6 | 4 | 2 | 7 | 5 |
% Profitable | 45.00 | 33.00 | 60.00 | 36.00 | 54.00 |
Profit/Loss Per Trade % | -0.39 | -0.29 | -0.51 | -0.37 | -0.96 |
Profit Per Trade % | 2.13 | 2.81 | 1.68 | 9.03 | 5.82 |
Loss Per Trade % | 2.42 | 1.79 | 3.67 | 5.30 | 7.60 |
Days In Trade | 167 | 88 | 79 | 167 | 167 |
Days In Trade (Avg. Per Trade) | 15.18 | 14.67 | 15.80 | 15.18 | 15.18 |
% Days In Trade | 45.88 | 24.18 | 21.70 | 45.88 | 45.88 |