Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BMO | Bank of Montreal | Financial Services | Banks - Diversified | 67830 | 0.0482 | 92.72 | 689435 |
RY | Royal Bank of Canada | Financial Services | Banks - Diversified | 140766 | 0.0419 | 97.68 | 1160712 |
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: | 10823.43 |
Total net P/L: | 823.43 | Total ROI: | 8.23 % |
CAGR: | 5.56 % | Max. DD: | 5.85 % |
System Score: | 1.752 | Sharpe Ratio: | 0.801 |
Start Date: | 2021-01-04 | End Date: | 2022-06-22 |
Total days: | 534 | ||
Commissions: | 88.00 | Comm.% P/L | 9.66 % |
Total Transactions: | 88 | Log. Linearity: | 68.053 % |
Total | Long | Short | BMO | RY | |
---|---|---|---|---|---|
Total Profit/Loss | 911.43 | 468.73 | 442.70 | 1068.95 | -157.52 |
Total Profit | 2239.79 | 887.10 | 1352.69 | 3756.12 | 2489.04 |
Total Loss | 1328.36 | 418.37 | 909.99 | 2687.17 | 2646.56 |
Profit Factor | 1.69 | 2.12 | 1.49 | 1.40 | 0.94 |
Trades | 22 | 9 | 13 | 22 | 22 |
Winning Trades | 14 | 6 | 8 | 13 | 12 |
Losing Trades | 8 | 3 | 5 | 9 | 10 |
% Profitable | 63.00 | 66.00 | 61.00 | 59.00 | 54.00 |
Profit/Loss Per Trade % | 0.40 | 0.52 | 0.31 | 0.41 | -0.09 |
Profit Per Trade % | 1.55 | 1.44 | 1.64 | 2.77 | 1.99 |
Loss Per Trade % | 1.58 | 1.28 | 1.76 | 2.85 | 2.51 |
Days In Trade | 255 | 95 | 160 | 255 | 255 |
Days In Trade (Avg. Per Trade) | 11.59 | 10.56 | 12.31 | 11.59 | 11.59 |
% Days In Trade | 47.75 | 17.79 | 29.96 | 47.75 | 47.75 |