Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
JPM | JPMorgan Chase & Co | Financial Services | Banks - Diversified | 574691 | 0.0235 | 199.52 | 9237802 |
BAC | Bank of America Corp | Financial Services | Banks - Diversified | 298345 | 0.0254 | 37.81 | 43244779 |
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: | 10063.82 |
Total net P/L: | 63.82 | Total ROI: | 0.64 % |
CAGR: | 1.32 % | Max. DD: | 6.84 % |
System Score: | 0.019 | Sharpe Ratio: | 0.123 |
Start Date: | 2021-01-04 | End Date: | 2021-06-30 |
Total days: | 177 | ||
Commissions: | 29.14 | Comm.% P/L | 31.35 % |
Total Transactions: | 24 | Log. Linearity: | 24.344 % |
Total | Long | Short | JPM | BAC | |
---|---|---|---|---|---|
Total Profit/Loss | 92.96 | -126.39 | 219.35 | 537.68 | -444.72 |
Total Profit | 437.02 | 217.67 | 219.35 | 1430.54 | 1006.36 |
Total Loss | 344.06 | 344.06 | 0.00 | 892.86 | 1451.08 |
Profit Factor | 1.27 | 0.63 | 0.00 | 1.60 | 0.69 |
Trades | 6 | 5 | 1 | 6 | 6 |
Winning Trades | 2 | 1 | 1 | 3 | 2 |
Losing Trades | 4 | 4 | 0 | 3 | 4 |
% Profitable | 33.00 | 20.00 | 100.00 | 50.00 | 33.00 |
Profit/Loss Per Trade % | 0.15 | -0.24 | 2.15 | 0.76 | -0.88 |
Profit Per Trade % | 2.16 | 2.18 | 2.15 | 4.63 | 4.83 |
Loss Per Trade % | 0.83 | 0.83 | 0.00 | 2.87 | 3.48 |
Days In Trade | 78 | 72 | 6 | 78 | 78 |
Days In Trade (Avg. Per Trade) | 13.00 | 14.40 | 6.00 | 13.00 | 13.00 |
% Days In Trade | 44.07 | 40.68 | 3.39 | 44.07 | 44.07 |