Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BBUS | JPMorgan BetaBuilders U.S. Equity ETF | 0.0166 | 82.47 | 111176 | |||
SCHX | Schwab U.S. Large-Cap ETF | 0.0231 | 54.07 | 1713942 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
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: | 12253.56 |
Total net P/L: | 2253.56 | Total ROI: | 22.54 % |
CAGR: | 4.86 % | Max. DD: | 0.80 % |
System Score: | 1.585 | Sharpe Ratio: | 2.764 |
Start Date: | 2019-05-21 | End Date: | 2023-08-31 |
Total days: | 1563 | ||
Commissions: | 288.23 | Comm.% P/L | 11.34 % |
Total Transactions: | 248 | Log. Linearity: | 68.825 % |
Total | ![]() |
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BBUS | SCHX | |
---|---|---|---|---|---|
Total Profit/Loss | 2541.79 | 1396.75 | 1145.03 | -2476.92 | 5018.70 |
Total Profit | 2541.79 | 1396.75 | 1145.03 | 6397.86 | 9978.48 |
Total Loss | 0.00 | 0.00 | 0.00 | 8874.78 | 4959.77 |
Profit Factor | 0.00 | 0.00 | 0.00 | 0.72 | 2.01 |
Trades | 62 | 36 | 26 | 62 | 62 |
Winning Trades | 62 | 36 | 26 | 25 | 40 |
Losing Trades | 0 | 0 | 0 | 37 | 22 |
% Profitable | 100.00 | 100.00 | 100.00 | 40.00 | 64.00 |
Profit/Loss Per Trade % | 0.37 | 0.35 | 0.39 | -0.36 | 0.65 |
Profit Per Trade % | 0.37 | 0.35 | 0.39 | 2.22 | 2.11 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 2.02 | 1.91 |
Days In Trade | 344 | 158 | 186 | 344 | 344 |
Days In Trade (Avg. Per Trade) | 5.55 | 4.39 | 7.15 | 5.55 | 5.55 |
% Days In Trade | 22.01 | 10.11 | 11.90 | 22.01 | 22.01 |