Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GS | Goldman Sachs Group Inc | Financial Services | Capital Markets | 221277 | 0.0164 | 730.96 | 2456678 |
MS | Morgan Stanley | Financial Services | Capital Markets | 231118 | 0.0261 | 144.78 | 6625601 |
Entry Threshold: | 1.50 | Exit Threshold: | 0.00 | ||
Max Duration: | 5 | 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: | 19392.10 |
Total net P/L: | 9392.10 | Total ROI: | 93.92 % |
CAGR: | 12.60 % | Max. DD: | 14.31 % |
System Score: | 7.131 | Sharpe Ratio: | 2.330 |
Start Date: | 2020-01-02 | End Date: | 2025-07-31 |
Total days: | 2037 | ||
Commissions: | 673.67 | Comm.% P/L | 6.69 % |
Total Transactions: | 664 | Log. Linearity: | 82.718 % |
Total | ![]() |
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GS | MS | |
---|---|---|---|---|---|
Total Profit/Loss | 10065.77 | 5387.50 | 4678.27 | 5991.76 | 4074.01 |
Total Profit | 22899.44 | 10654.34 | 12245.10 | 35707.98 | 36671.79 |
Total Loss | 12833.67 | 5266.84 | 7566.83 | 29716.22 | 32597.78 |
Profit Factor | 1.78 | 2.02 | 1.62 | 1.20 | 1.12 |
Trades | 166 | 82 | 84 | 166 | 166 |
Winning Trades | 95 | 46 | 49 | 82 | 92 |
Losing Trades | 71 | 36 | 35 | 84 | 74 |
% Profitable | 57.00 | 56.00 | 58.00 | 49.00 | 55.00 |
Profit/Loss Per Trade % | 0.43 | 0.42 | 0.44 | 0.07 | 0.21 |
Profit Per Trade % | 1.81 | 1.72 | 1.89 | 3.08 | 3.10 |
Loss Per Trade % | 1.36 | 1.20 | 1.53 | 2.74 | 3.15 |
Days In Trade | 849 | 422 | 427 | 849 | 849 |
Days In Trade (Avg. Per Trade) | 5.11 | 5.15 | 5.08 | 5.11 | 5.11 |
% Days In Trade | 41.68 | 20.72 | 20.96 | 41.68 | 41.68 |