Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BMO | Bank of Montreal | Financial Services | Banks - Diversified | 67397 | 0.049 | 90.96 | 674031 |
RY | Royal Bank of Canada | Financial Services | Banks - Diversified | 136503 | 0.0423 | 96.78 | 1132113 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | SMA | 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: | 10763.48 |
Total net P/L: | 763.48 | Total ROI: | 7.63 % |
CAGR: | 19.90 % | Max. DD: | 4.34 % |
System Score: | 0.710 | Sharpe Ratio: | 1.227 |
Start Date: | 2022-01-03 | End Date: | 2022-05-31 |
Total days: | 148 | ||
Commissions: | 20.00 | Comm.% P/L | 2.55 % |
Total Transactions: | 20 | Log. Linearity: | 32.924 % |
Total | Long | Short | BMO | RY | |
---|---|---|---|---|---|
Total Profit/Loss | 783.48 | 583.46 | 200.02 | 695.54 | 87.94 |
Total Profit | 996.40 | 583.46 | 412.94 | 918.74 | 691.30 |
Total Loss | 212.92 | 0.00 | 212.92 | 223.20 | 603.36 |
Profit Factor | 4.68 | 0.00 | 1.94 | 4.12 | 1.15 |
Trades | 5 | 3 | 2 | 5 | 5 |
Winning Trades | 4 | 3 | 1 | 4 | 3 |
Losing Trades | 1 | 0 | 1 | 1 | 2 |
% Profitable | 80.00 | 100.00 | 50.00 | 80.00 | 60.00 |
Profit/Loss Per Trade % | 1.52 | 1.89 | 0.98 | 1.32 | 0.16 |
Profit Per Trade % | 2.42 | 1.89 | 4.06 | 2.21 | 2.23 |
Loss Per Trade % | 2.01 | 0.00 | 2.01 | 2.15 | 2.84 |
Days In Trade | 59 | 33 | 26 | 59 | 59 |
Days In Trade (Avg. Per Trade) | 11.80 | 11.00 | 13.00 | 11.80 | 11.80 |
% Days In Trade | 39.86 | 22.30 | 17.57 | 39.86 | 39.86 |