Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
RY | Royal Bank of Canada | Financial Services | Banks - Diversified | 142633 | 0.0404 | 100.88 | 1098131 |
TD | Toronto Dominion Bank | Financial Services | Banks - Diversified | 106766 | 0.0498 | 60.38 | 2727967 |
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: | 14123.98 |
Total net P/L: | 4123.98 | Total ROI: | 41.24 % |
CAGR: | 6.49 % | Max. DD: | 9.86 % |
System Score: | 3.725 | Sharpe Ratio: | 2.071 |
Start Date: | 2016-01-04 | End Date: | 2021-06-30 |
Total days: | 2004 | ||
Commissions: | 343.51 | Comm.% P/L | 7.69 % |
Total Transactions: | 324 | Log. Linearity: | 83.103 % |
Total | Long | Short | RY | TD | |
---|---|---|---|---|---|
Total Profit/Loss | 4467.49 | 2066.35 | 2401.14 | 7884.08 | -3416.59 |
Total Profit | 7500.79 | 3905.23 | 3595.56 | 17006.25 | 11780.78 |
Total Loss | 3033.30 | 1838.88 | 1194.42 | 9122.17 | 15197.37 |
Profit Factor | 2.47 | 2.12 | 3.01 | 1.86 | 0.78 |
Trades | 81 | 38 | 43 | 81 | 81 |
Winning Trades | 59 | 29 | 30 | 48 | 42 |
Losing Trades | 22 | 9 | 13 | 33 | 39 |
% Profitable | 72.00 | 76.00 | 69.00 | 59.00 | 51.00 |
Profit/Loss Per Trade % | 0.46 | 0.46 | 0.47 | 0.76 | -0.50 |
Profit Per Trade % | 1.10 | 1.16 | 1.04 | 3.01 | 2.36 |
Loss Per Trade % | 1.20 | 1.74 | 0.82 | 2.35 | 3.28 |
Days In Trade | 998 | 465 | 533 | 998 | 998 |
Days In Trade (Avg. Per Trade) | 12.32 | 12.24 | 12.40 | 12.32 | 12.32 |
% Days In Trade | 49.80 | 23.20 | 26.60 | 49.80 | 49.80 |