| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| AXP | American Express Company | Financial Services | Credit Services | 246306 | 0.0089 | 357.56 | 2883584 |
| COF | Capital One Financial Corporation | Financial Services | Credit Services | 143039 | 0.0109 | 225.01 | 4277204 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
| 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: | 9199.73 |
| Total net P/L: | -800.27 | Total ROI: | -8.00 % |
| CAGR: | -8.00 % | Max. DD: | 20.18 % |
| System Score: | -0.001 | Sharpe Ratio: | -0.365 |
| Start Date: | 2024-02-01 | End Date: | 2025-01-31 |
| Total days: | 365 | ||
| Commissions: | 52.00 | Comm.% P/L | 6.95 % |
| Total Transactions: | 52 | Log. Linearity: | 5.413 % |
| Total | Long |
Short |
AXP | COF | |
|---|---|---|---|---|---|
| Total Profit/Loss | -748.27 | -714.90 | -33.37 | -1961.99 | 1213.72 |
| Total Profit | 2313.19 | 1154.03 | 1159.16 | 1546.89 | 4643.09 |
| Total Loss | 3061.46 | 1868.93 | 1192.53 | 3508.88 | 3429.37 |
| Profit Factor | 0.76 | 0.62 | 0.97 | 0.44 | 1.35 |
| Trades | 13 | 5 | 8 | 13 | 13 |
| Winning Trades | 7 | 3 | 4 | 4 | 7 |
| Losing Trades | 6 | 2 | 4 | 9 | 6 |
| % Profitable | 53.00 | 60.00 | 50.00 | 30.00 | 53.00 |
| Profit/Loss Per Trade % | -0.60 | -1.33 | -0.14 | -1.56 | 0.71 |
| Profit Per Trade % | 3.27 | 3.90 | 2.80 | 3.81 | 6.50 |
| Loss Per Trade % | 4.78 | 8.54 | 2.96 | 3.81 | 5.29 |
| Days In Trade | 228 | 88 | 140 | 228 | 228 |
| Days In Trade (Avg. Per Trade) | 17.54 | 17.60 | 17.50 | 17.54 | 17.54 |
| % Days In Trade | 62.47 | 24.11 | 38.36 | 62.47 | 62.47 |