Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
XLF | Financial Select Sector SPDR® Fund | 0.0116 | 50.87 | 44035463 | |||
VFH | Vanguard Financials Index Fund ETF Shares | 0 | 122.76 | 450374 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | 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: | 10327.68 |
Total net P/L: | 327.68 | Total ROI: | 3.28 % |
CAGR: | 3.30 % | Max. DD: | 0.62 % |
System Score: | 2.828 | Sharpe Ratio: | 1.750 |
Start Date: | 2024-01-02 | End Date: | 2024-12-30 |
Total days: | 363 | ||
Commissions: | 60.80 | Comm.% P/L | 15.65 % |
Total Transactions: | 56 | Log. Linearity: | 95.034 % |
Total | ![]() |
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XLF | VFH | |
---|---|---|---|---|---|
Total Profit/Loss | 388.48 | 248.99 | 139.49 | 107.21 | 281.27 |
Total Profit | 419.36 | 276.75 | 142.61 | 1658.80 | 1802.66 |
Total Loss | 30.88 | 27.76 | 3.12 | 1551.59 | 1521.39 |
Profit Factor | 13.58 | 9.97 | 45.71 | 1.07 | 1.18 |
Trades | 14 | 8 | 6 | 14 | 14 |
Winning Trades | 12 | 7 | 5 | 7 | 7 |
Losing Trades | 2 | 1 | 1 | 7 | 7 |
% Profitable | 85.00 | 87.00 | 83.00 | 50.00 | 50.00 |
Profit/Loss Per Trade % | 0.27 | 0.31 | 0.23 | 0.04 | 0.15 |
Profit Per Trade % | 0.34 | 0.39 | 0.28 | 2.33 | 2.51 |
Loss Per Trade % | 0.15 | 0.27 | 0.03 | 2.16 | 2.13 |
Days In Trade | 163 | 81 | 82 | 163 | 163 |
Days In Trade (Avg. Per Trade) | 11.64 | 10.12 | 13.67 | 11.64 | 11.64 |
% Days In Trade | 44.90 | 22.31 | 22.59 | 44.90 | 44.90 |