Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BMO | Bank of Montreal | Financial Services | Banks - Diversified | 66023 | 0.0492 | 91.01 | 676518 |
RY | Royal Bank of Canada | Financial Services | Banks - Diversified | 137067 | 0.0421 | 96.9 | 1134773 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 30 | 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: | 10246.44 |
Total net P/L: | 246.44 | Total ROI: | 2.46 % |
CAGR: | 5.37 % | Max. DD: | 4.92 % |
System Score: | 0.082 | Sharpe Ratio: | 0.409 |
Start Date: | 2022-01-03 | End Date: | 2022-06-22 |
Total days: | 170 | ||
Commissions: | 28.00 | Comm.% P/L | 10.20 % |
Total Transactions: | 28 | Log. Linearity: | 24.801 % |
Total | Long | Short | BMO | RY | |
---|---|---|---|---|---|
Total Profit/Loss | 274.44 | 84.77 | 189.67 | 804.95 | -530.51 |
Total Profit | 820.52 | 360.89 | 459.63 | 1723.67 | 708.97 |
Total Loss | 546.08 | 276.12 | 269.96 | 918.72 | 1239.48 |
Profit Factor | 1.50 | 1.31 | 1.70 | 1.88 | 0.57 |
Trades | 7 | 4 | 3 | 7 | 7 |
Winning Trades | 5 | 3 | 2 | 6 | 3 |
Losing Trades | 2 | 1 | 1 | 1 | 4 |
% Profitable | 71.00 | 75.00 | 66.00 | 85.00 | 42.00 |
Profit/Loss Per Trade % | 0.39 | 0.21 | 0.62 | 1.08 | -0.82 |
Profit Per Trade % | 1.61 | 1.18 | 2.27 | 2.81 | 2.22 |
Loss Per Trade % | 2.62 | 2.62 | 2.61 | 8.73 | 3.02 |
Days In Trade | 88 | 47 | 41 | 88 | 88 |
Days In Trade (Avg. Per Trade) | 12.57 | 11.75 | 13.67 | 12.57 | 12.57 |
% Days In Trade | 51.76 | 27.65 | 24.12 | 51.76 | 51.76 |