Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CFG | Citizens Financial Group Inc | Financial Services | Banks - Regional | 15125 | 0.0509 | 32.9 | 5730560 |
FITB | Fifth Third Bancorp | Financial Services | Banks - Regional | 23391 | 0.0405 | 34.22 | 5344805 |
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: | 10000.00 | Final Equity: | 11282.73 |
Total net P/L: | 1282.73 | Total ROI: | 12.83 % |
CAGR: | 12.98 % | Max. DD: | 13.16 % |
System Score: | 0.001 | Sharpe Ratio: | 0.791 |
Start Date: | 2020-02-03 | End Date: | 2021-01-29 |
Total days: | 361 | ||
Commissions: | 150.88 | Comm.% P/L | 10.52 % |
Total Transactions: | 68 | Log. Linearity: | 4.168 % |
Total | Long | Short | CFG | FITB | |
---|---|---|---|---|---|
Total Profit/Loss | 1433.61 | 1711.72 | -278.11 | -172.90 | 1606.51 |
Total Profit | 3153.36 | 2343.58 | 809.78 | 9574.79 | 10137.64 |
Total Loss | 1719.76 | 631.86 | 1087.89 | 9747.69 | 8531.12 |
Profit Factor | 1.83 | 3.71 | 0.74 | 0.98 | 1.19 |
Trades | 17 | 10 | 7 | 17 | 17 |
Winning Trades | 13 | 8 | 5 | 8 | 7 |
Losing Trades | 4 | 2 | 2 | 9 | 10 |
% Profitable | 76.00 | 80.00 | 71.00 | 47.00 | 41.00 |
Profit/Loss Per Trade % | 0.80 | 1.60 | -0.34 | -1.10 | -0.41 |
Profit Per Trade % | 2.28 | 2.77 | 1.50 | 10.70 | 13.26 |
Loss Per Trade % | 3.84 | 2.92 | 4.77 | 9.83 | 7.54 |
Days In Trade | 193 | 104 | 89 | 193 | 193 |
Days In Trade (Avg. Per Trade) | 11.35 | 10.40 | 12.71 | 11.35 | 11.35 |
% Days In Trade | 53.46 | 28.81 | 24.65 | 53.46 | 53.46 |