Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AXP | American Express Company | Financial Services | Credit Services | 217968 | 0.0086 | 310.26 | 2669829 |
COF | Capital One Financial Corporation | Financial Services | Credit Services | 75785 | 0.0124 | 198.79 | 2610239 |
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 | ![]() |
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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 |