Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AXP | American Express Company | Financial Services | Credit Services | 193958 | 0.0118 | 283.66 | 2853819 |
BBDC | Barings BDC Inc | Financial Services | Asset Management | 907 | 0.1209 | 8.7 | 464727 |
Entry Threshold: | 2.60 | Exit Threshold: | 0.00 | ||
Max Duration: | 10 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 66 | MA Type: | EMA | StdDev Period: | 66 |
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: | 11144.39 |
Total net P/L: | 1144.39 | Total ROI: | 11.44 % |
CAGR: | 4.61 % | Max. DD: | 8.64 % |
System Score: | 1.055 | Sharpe Ratio: | 0.856 |
Start Date: | 2020-12-01 | End Date: | 2023-04-28 |
Total days: | 878 | ||
Commissions: | 103.89 | Comm.% P/L | 8.32 % |
Total Transactions: | 32 | Log. Linearity: | 61.177 % |
Total | ![]() |
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AXP | BBDC | |
---|---|---|---|---|---|
Total Profit/Loss | 1248.28 | 975.49 | 272.79 | 1612.74 | -364.46 |
Total Profit | 2281.66 | 975.49 | 1306.17 | 2866.61 | 978.91 |
Total Loss | 1033.38 | 0.00 | 1033.38 | 1253.87 | 1343.37 |
Profit Factor | 2.21 | 0.00 | 1.26 | 2.29 | 0.73 |
Trades | 8 | 1 | 7 | 8 | 8 |
Winning Trades | 5 | 1 | 4 | 6 | 3 |
Losing Trades | 3 | 0 | 3 | 2 | 5 |
% Profitable | 62.00 | 100.00 | 57.00 | 75.00 | 37.00 |
Profit/Loss Per Trade % | 1.49 | 9.14 | 0.44 | 1.72 | -0.33 |
Profit Per Trade % | 4.35 | 9.14 | 3.19 | 4.44 | 3.23 |
Loss Per Trade % | 3.11 | 0.00 | 3.11 | 5.99 | 2.37 |
Days In Trade | 86 | 8 | 78 | 86 | 86 |
Days In Trade (Avg. Per Trade) | 10.75 | 8.00 | 11.14 | 10.75 | 10.75 |
% Days In Trade | 9.79 | 0.91 | 8.88 | 9.79 | 9.79 |