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: | 10.0 | High Leverage | |
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 11161.34 |
Total net P/L: | 1161.34 | Total ROI: | 11.61 % |
CAGR: | 2.22 % | Max. DD: | 84.76 % |
System Score: | 0.255 | Sharpe Ratio: | 0.695 |
Start Date: | 2020-01-02 | End Date: | 2024-12-31 |
Total days: | 1825 | ||
Commissions: | 1553.94 | Comm.% P/L | 57.23 % |
Total Transactions: | 292 | Log. Linearity: | 48.601 % |
Total | Long | Short | JPM | BAC | |
---|---|---|---|---|---|
Total Profit/Loss | 2715.28 | 2562.66 | 152.62 | 10513.03 | -7797.75 |
Total Profit | 48606.37 | 25162.71 | 23443.66 | 99427.14 | 106654.56 |
Total Loss | 45891.09 | 22600.05 | 23291.04 | 88914.11 | 114452.31 |
Profit Factor | 1.06 | 1.11 | 1.01 | 1.12 | 0.93 |
Trades | 73 | 35 | 38 | 73 | 73 |
Winning Trades | 53 | 28 | 25 | 43 | 36 |
Losing Trades | 20 | 7 | 13 | 30 | 37 |
% Profitable | 72.00 | 80.00 | 65.00 | 58.00 | 49.00 |
Profit/Loss Per Trade % | 0.30 | 2.02 | -1.25 | -1.92 | 0.00 |
Profit Per Trade % | 7.12 | 7.23 | 6.99 | 15.63 | 18.08 |
Loss Per Trade % | 13.97 | 14.72 | 13.57 | 17.14 | 19.31 |
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 |