Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
JPM | JPMorgan Chase & Co | Financial Services | Banks - Diversified | 711346 | 0.0202 | 254.27 | 9127931 |
BAC | Bank of America Corp | Financial Services | Banks - Diversified | 361393 | 0.0221 | 46.64 | 36915519 |
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: | 15.0 | Margin Req. 2: | 15.0 | High Leverage | |
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 12179.47 |
Total net P/L: | 2179.47 | Total ROI: | 21.79 % |
CAGR: | 4.02 % | Max. DD: | 77.27 % |
System Score: | 0.314 | Sharpe Ratio: | 0.692 |
Start Date: | 2020-01-02 | End Date: | 2024-12-31 |
Total days: | 1825 | ||
Commissions: | 1254.24 | Comm.% P/L | 36.53 % |
Total Transactions: | 292 | Log. Linearity: | 42.731 % |
Total | Long | Short | JPM | BAC | |
---|---|---|---|---|---|
Total Profit/Loss | 3433.71 | 3987.24 | -553.53 | 11153.31 | -7719.60 |
Total Profit | 40015.02 | 20875.97 | 19139.05 | 80567.83 | 83880.91 |
Total Loss | 36581.31 | 16888.73 | 19692.58 | 69414.52 | 91600.51 |
Profit Factor | 1.09 | 1.24 | 0.97 | 1.16 | 0.92 |
Trades | 73 | 35 | 38 | 73 | 73 |
Winning Trades | 52 | 28 | 24 | 43 | 36 |
Losing Trades | 21 | 7 | 14 | 30 | 37 |
% Profitable | 71.00 | 80.00 | 63.00 | 58.00 | 49.00 |
Profit/Loss Per Trade % | 0.40 | 1.80 | -0.88 | -0.65 | 0.00 |
Profit Per Trade % | 6.06 | 6.03 | 6.09 | 13.16 | 15.20 |
Loss Per Trade % | 11.14 | 12.35 | 10.54 | 14.42 | 16.29 |
Days In Trade | 993 | 416 | 577 | 993 | 993 |
Days In Trade (Avg. Per Trade) | 13.60 | 11.89 | 15.18 | 13.60 | 13.60 |
% Days In Trade | 54.41 | 22.79 | 31.62 | 54.41 | 54.41 |