Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PNC | PNC Financial Services Group Inc | Financial Services | Banks - Regional | 62915 | 0.0392 | 156.3 | 2178394 |
JPM | JPMorgan Chase & Co | Financial Services | Banks - Diversified | 554543 | 0.0238 | 193.37 | 9326562 |
Entry Threshold: | 3.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | 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: | 11334.00 |
Total net P/L: | 1334.00 | Total ROI: | 13.34 % |
CAGR: | 4.67 % | Max. DD: | 8.20 % |
System Score: | 1.094 | Sharpe Ratio: | 1.062 |
Start Date: | 2019-01-02 | End Date: | 2021-09-30 |
Total days: | 1002 | ||
Commissions: | 64.00 | Comm.% P/L | 4.58 % |
Total Transactions: | 64 | Log. Linearity: | 61.665 % |
Total | Long | Short | PNC | JPM | |
---|---|---|---|---|---|
Total Profit/Loss | 1398.00 | 406.33 | 991.67 | -3909.46 | 5307.46 |
Total Profit | 2340.61 | 837.39 | 1503.22 | 2574.87 | 7033.50 |
Total Loss | 942.61 | 431.06 | 511.55 | 6484.33 | 1726.04 |
Profit Factor | 2.48 | 1.94 | 2.94 | 0.40 | 4.07 |
Trades | 16 | 7 | 9 | 16 | 16 |
Winning Trades | 9 | 4 | 5 | 7 | 10 |
Losing Trades | 7 | 3 | 4 | 9 | 6 |
% Profitable | 56.00 | 57.00 | 55.00 | 43.00 | 62.00 |
Profit/Loss Per Trade % | 0.82 | 0.56 | 1.03 | -2.97 | 2.85 |
Profit Per Trade % | 2.53 | 2.08 | 2.88 | 3.60 | 6.47 |
Loss Per Trade % | 1.31 | 1.41 | 1.24 | 6.52 | 2.86 |
Days In Trade | 243 | 117 | 126 | 243 | 243 |
Days In Trade (Avg. Per Trade) | 15.19 | 16.71 | 14.00 | 15.19 | 15.19 |
% Days In Trade | 24.25 | 11.68 | 12.57 | 24.25 | 24.25 |