Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BMO | Bank of Montreal | Financial Services | Banks - Diversified | 67503 | 0.0493 | 93.05 | 715085 |
RY | Royal Bank of Canada | Financial Services | Banks - Diversified | 143962 | 0.0397 | 101.82 | 1153571 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 30 | 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: | 10465.36 |
Total net P/L: | 465.36 | Total ROI: | 4.65 % |
CAGR: | 10.26 % | Max. DD: | 4.92 % |
System Score: | 0.334 | Sharpe Ratio: | 0.713 |
Start Date: | 2022-01-03 | End Date: | 2022-06-22 |
Total days: | 170 | ||
Commissions: | 24.00 | Comm.% P/L | 4.90 % |
Total Transactions: | 24 | Log. Linearity: | 31.938 % |
Total | Long | Short | BMO | RY | |
---|---|---|---|---|---|
Total Profit/Loss | 489.36 | 352.10 | 137.26 | 102.84 | 386.52 |
Total Profit | 992.36 | 579.42 | 412.94 | 960.04 | 1096.02 |
Total Loss | 503.00 | 227.32 | 275.68 | 857.20 | 709.50 |
Profit Factor | 1.97 | 2.55 | 1.50 | 1.12 | 1.54 |
Trades | 6 | 4 | 2 | 6 | 6 |
Winning Trades | 4 | 3 | 1 | 4 | 4 |
Losing Trades | 2 | 1 | 1 | 2 | 2 |
% Profitable | 66.00 | 75.00 | 50.00 | 66.00 | 66.00 |
Profit/Loss Per Trade % | 0.80 | 0.86 | 0.67 | 0.14 | 0.58 |
Profit Per Trade % | 2.42 | 1.88 | 4.06 | 2.31 | 2.62 |
Loss Per Trade % | 2.37 | 2.13 | 2.61 | 4.03 | 3.34 |
Days In Trade | 82 | 45 | 37 | 82 | 82 |
Days In Trade (Avg. Per Trade) | 13.67 | 11.25 | 18.50 | 13.67 | 13.67 |
% Days In Trade | 48.24 | 26.47 | 21.76 | 48.24 | 48.24 |