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: | 30 | 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: | 12941.04 |
Total net P/L: | 2941.04 | Total ROI: | 29.41 % |
CAGR: | 11.31 % | Max. DD: | 8.77 % |
System Score: | 5.731 | Sharpe Ratio: | 1.486 |
Start Date: | 2020-12-01 | End Date: | 2023-04-28 |
Total days: | 878 | ||
Commissions: | 95.98 | Comm.% P/L | 3.16 % |
Total Transactions: | 28 | Log. Linearity: | 79.715 % |
Total | ![]() |
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AXP | BBDC | |
---|---|---|---|---|---|
Total Profit/Loss | 3037.02 | 1030.95 | 2006.07 | 3374.81 | -337.79 |
Total Profit | 3441.28 | 1030.95 | 2410.33 | 3798.31 | 952.87 |
Total Loss | 404.26 | 0.00 | 404.26 | 423.50 | 1290.66 |
Profit Factor | 8.51 | 0.00 | 5.96 | 8.97 | 0.74 |
Trades | 7 | 1 | 6 | 7 | 7 |
Winning Trades | 5 | 1 | 4 | 4 | 3 |
Losing Trades | 2 | 0 | 2 | 3 | 4 |
% Profitable | 71.00 | 100.00 | 66.00 | 57.00 | 42.00 |
Profit/Loss Per Trade % | 3.87 | 9.13 | 3.02 | 3.97 | -0.18 |
Profit Per Trade % | 6.17 | 9.13 | 5.44 | 8.11 | 3.11 |
Loss Per Trade % | 1.64 | 0.00 | 1.64 | 1.29 | 2.57 |
Days In Trade | 160 | 8 | 152 | 160 | 160 |
Days In Trade (Avg. Per Trade) | 22.86 | 8.00 | 25.33 | 22.86 | 22.86 |
% Days In Trade | 18.22 | 0.91 | 17.31 | 18.22 | 18.22 |