Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GS | Goldman Sachs Group Inc | Financial Services | Capital Markets | 222055 | 0.017 | 723.68 | 2439151 |
SF | Stifel Financial Corporation | Financial Services | Capital Markets | 11218 | 0.0177 | 109.2 | 717475 |
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: | 8914.86 |
Total net P/L: | -1085.14 | Total ROI: | -10.85 % |
CAGR: | -7.40 % | Max. DD: | 19.01 % |
System Score: | -0.002 | Sharpe Ratio: | -0.660 |
Start Date: | 2024-01-02 | End Date: | 2025-06-30 |
Total days: | 545 | ||
Commissions: | 80.00 | Comm.% P/L | 7.96 % |
Total Transactions: | 80 | Log. Linearity: | 6.242 % |
Total | ![]() |
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GS | SF | |
---|---|---|---|---|---|
Total Profit/Loss | -1005.14 | 440.87 | -1446.01 | 484.47 | -1489.61 |
Total Profit | 2639.56 | 1505.96 | 1133.60 | 4168.30 | 2883.03 |
Total Loss | 3644.70 | 1065.09 | 2579.61 | 3683.83 | 4372.64 |
Profit Factor | 0.72 | 1.41 | 0.44 | 1.13 | 0.66 |
Trades | 20 | 8 | 12 | 20 | 20 |
Winning Trades | 11 | 6 | 5 | 12 | 10 |
Losing Trades | 9 | 2 | 7 | 8 | 10 |
% Profitable | 55.00 | 75.00 | 41.00 | 60.00 | 50.00 |
Profit/Loss Per Trade % | -0.53 | 0.57 | -1.26 | 0.05 | -0.75 |
Profit Per Trade % | 2.40 | 2.52 | 2.25 | 3.40 | 2.90 |
Loss Per Trade % | 3.95 | 5.00 | 3.66 | 4.63 | 4.16 |
Days In Trade | 267 | 90 | 177 | 267 | 267 |
Days In Trade (Avg. Per Trade) | 13.35 | 11.25 | 14.75 | 13.35 | 13.35 |
% Days In Trade | 48.99 | 16.51 | 32.48 | 48.99 | 48.99 |