Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SLF | Sun Life Financial Inc. | Financial Services | Insurance - Diversified | 30113 | 0.0444 | 51.7 | 633949 |
MFC | Manulife Financial Corp | Financial Services | Insurance - Life | 42599 | 0.0501 | 23.48 | 3243407 |
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: | 2000.00 | Final Equity: | 2064.34 |
Total net P/L: | 64.34 | Total ROI: | 3.22 % |
CAGR: | 26.60 % | Max. DD: | 0.17 % |
System Score: | 8.029 | Sharpe Ratio: | 1.653 |
Start Date: | 2021-01-04 | End Date: | 2021-02-22 |
Total days: | 49 | ||
Commissions: | 4.00 | Comm.% P/L | 5.85 % |
Total Transactions: | 4 | Log. Linearity: | 67.080 % |
Total | Long | Short | SLF | MFC | |
---|---|---|---|---|---|
Total Profit/Loss | 68.34 | 68.34 | 0.00 | 64.26 | 4.08 |
Total Profit | 68.34 | 68.34 | 0.00 | 64.26 | 4.08 |
Total Loss | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Profit Factor | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Trades | 1 | 1 | 0 | 1 | 1 |
Winning Trades | 1 | 1 | 0 | 1 | 1 |
Losing Trades | 0 | 0 | 0 | 0 | 0 |
% Profitable | 100.00 | 100.00 | 0.00 | 100.00 | 100.00 |
Profit/Loss Per Trade % | 3.42 | 3.42 | 0.00 | 3.22 | 0.20 |
Profit Per Trade % | 3.42 | 3.42 | 0.00 | 3.22 | 0.20 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Days In Trade | 6 | 6 | 0 | 6 | 6 |
Days In Trade (Avg. Per Trade) | 6.00 | 6.00 | 0.00 | 6.00 | 6.00 |
% Days In Trade | 12.24 | 12.24 | 0.00 | 12.24 | 12.24 |