Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AXP | American Express Company | Financial Services | Credit Services | 223474 | 0.0103 | 318.98 | 2854226 |
SYF | Synchrony Financial | Financial Services | Credit Services | 25405 | 0.018 | 66.74 | 3987543 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.50 | ||
Max Duration: | 100 | Entry Mode: | Simple | Reversals: | |
Regression Per: | 60 | ||||
Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 10366.19 |
Total net P/L: | 366.19 | Total ROI: | 3.66 % |
CAGR: | 1.13 % | Max. DD: | 17.45 % |
System Score: | 0.000 | Sharpe Ratio: | 0.328 |
Start Date: | 2022-04-01 | End Date: | 2025-06-13 |
Total days: | 1169 | ||
Commissions: | 76.00 | Comm.% P/L | 17.19 % |
Total Transactions: | 76 | Log. Linearity: | 2.006 % |
Total | ![]() |
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AXP | SYF | |
---|---|---|---|---|---|
Total Profit/Loss | 442.19 | 267.10 | 175.09 | 1200.98 | -758.79 |
Total Profit | 2887.43 | 1235.31 | 1652.12 | 2853.78 | 3737.21 |
Total Loss | 2445.24 | 968.21 | 1477.03 | 1652.80 | 4496.00 |
Profit Factor | 1.18 | 1.28 | 1.12 | 1.73 | 0.83 |
Trades | 19 | 9 | 10 | 19 | 19 |
Winning Trades | 13 | 6 | 7 | 11 | 10 |
Losing Trades | 6 | 3 | 3 | 8 | 9 |
% Profitable | 68.00 | 66.00 | 70.00 | 57.00 | 52.00 |
Profit/Loss Per Trade % | 0.23 | 0.33 | 0.14 | 0.56 | -0.45 |
Profit Per Trade % | 2.25 | 2.13 | 2.35 | 2.54 | 3.79 |
Loss Per Trade % | 3.95 | 3.12 | 4.78 | 2.09 | 4.80 |
Days In Trade | 421 | 170 | 251 | 421 | 421 |
Days In Trade (Avg. Per Trade) | 22.16 | 18.89 | 25.10 | 22.16 | 22.16 |
% Days In Trade | 36.01 | 14.54 | 21.47 | 36.01 | 36.01 |