Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
TFC | Truist Financial Corp | Financial Services | Banks - Regional | 50808 | 0.0548 | 37.97 | 9880920 |
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: | 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: | 9268.10 |
Total net P/L: | -731.90 | Total ROI: | -7.32 % |
CAGR: | -7.34 % | Max. DD: | 10.02 % |
System Score: | -0.003 | Sharpe Ratio: | -0.396 |
Start Date: | 2020-01-02 | End Date: | 2020-12-31 |
Total days: | 364 | ||
Commissions: | 47.69 | Comm.% P/L | 6.97 % |
Total Transactions: | 40 | Log. Linearity: | 7.520 % |
Total | Long | Short | TFC | USB | |
---|---|---|---|---|---|
Total Profit/Loss | -684.21 | -419.51 | -264.70 | -1135.71 | 451.50 |
Total Profit | 847.92 | 304.55 | 543.37 | 2823.78 | 3757.47 |
Total Loss | 1532.13 | 724.06 | 808.07 | 3959.49 | 3305.97 |
Profit Factor | 0.55 | 0.42 | 0.67 | 0.71 | 1.14 |
Trades | 10 | 4 | 6 | 10 | 10 |
Winning Trades | 4 | 2 | 2 | 5 | 4 |
Losing Trades | 6 | 2 | 4 | 5 | 6 |
% Profitable | 40.00 | 50.00 | 33.00 | 50.00 | 40.00 |
Profit/Loss Per Trade % | -0.71 | -1.10 | -0.45 | -1.67 | -0.05 |
Profit Per Trade % | 2.19 | 1.58 | 2.81 | 5.72 | 9.03 |
Loss Per Trade % | 2.57 | 3.68 | 2.03 | 7.60 | 5.61 |
Days In Trade | 158 | 70 | 88 | 158 | 158 |
Days In Trade (Avg. Per Trade) | 15.80 | 17.50 | 14.67 | 15.80 | 15.80 |
% Days In Trade | 43.41 | 19.23 | 24.18 | 43.41 | 43.41 |