| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| JPM | JPMorgan Chase & Co | Financial Services | Banks - Diversified | 898896 | 0.0178 | 335.47 | 9607179 |
| BAC | Bank of America Corp | Financial Services | Banks - Diversified | 420473 | 0.0189 | 59.25 | 37327191 |
| 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: | 10496.96 |
| Total net P/L: | 496.96 | Total ROI: | 4.97 % |
| CAGR: | 4.98 % | Max. DD: | 8.21 % |
| System Score: | 0.733 | Sharpe Ratio: | 0.449 |
| Start Date: | 2024-07-01 | End Date: | 2025-06-30 |
| Total days: | 364 | ||
| Commissions: | 60.99 | Comm.% P/L | 10.93 % |
| Total Transactions: | 56 | Log. Linearity: | 52.795 % |
| Total | Long |
Short |
JPM | BAC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 557.95 | 920.01 | -362.06 | 270.06 | 287.89 |
| Total Profit | 1778.18 | 920.01 | 858.17 | 2992.86 | 2583.30 |
| Total Loss | 1220.23 | 0.00 | 1220.23 | 2722.80 | 2295.41 |
| Profit Factor | 1.46 | 0.00 | 0.70 | 1.10 | 1.13 |
| Trades | 14 | 6 | 8 | 14 | 14 |
| Winning Trades | 10 | 6 | 4 | 9 | 6 |
| Losing Trades | 4 | 0 | 4 | 5 | 8 |
| % Profitable | 71.00 | 100.00 | 50.00 | 64.00 | 42.00 |
| Profit/Loss Per Trade % | 0.39 | 1.51 | -0.44 | 0.13 | 0.09 |
| Profit Per Trade % | 1.76 | 1.51 | 2.15 | 3.24 | 4.13 |
| Loss Per Trade % | 2.91 | 0.00 | 2.91 | 5.20 | 2.76 |
| Days In Trade | 199 | 81 | 118 | 199 | 199 |
| Days In Trade (Avg. Per Trade) | 14.21 | 13.50 | 14.75 | 14.21 | 14.21 |
| % Days In Trade | 54.67 | 22.25 | 32.42 | 54.67 | 54.67 |