Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
COF | Capital One Financial Corporation | Financial Services | Credit Services | 143604 | 0.0107 | 224.55 | 4085721 |
DFS | Discover Financial Services | Financial Services | Credit Services | 50343 | 0.014 | 200.05 | 1888914 |
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: | 10384.32 |
Total net P/L: | 384.32 | Total ROI: | 3.84 % |
CAGR: | 3.85 % | Max. DD: | 13.04 % |
System Score: | 0.028 | Sharpe Ratio: | 0.341 |
Start Date: | 2024-08-27 | End Date: | 2025-08-26 |
Total days: | 364 | ||
Commissions: | 60.00 | Comm.% P/L | 13.50 % |
Total Transactions: | 60 | Log. Linearity: | 19.350 % |
Total | ![]() |
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COF | DFS | |
---|---|---|---|---|---|
Total Profit/Loss | 444.32 | -148.24 | 592.56 | 701.75 | -257.43 |
Total Profit | 1736.35 | 441.22 | 1295.13 | 4209.58 | 3366.11 |
Total Loss | 1292.03 | 589.46 | 702.57 | 3507.83 | 3623.54 |
Profit Factor | 1.34 | 0.75 | 1.84 | 1.20 | 0.93 |
Trades | 15 | 6 | 9 | 15 | 15 |
Winning Trades | 7 | 2 | 5 | 9 | 3 |
Losing Trades | 8 | 4 | 4 | 6 | 12 |
% Profitable | 46.00 | 33.00 | 55.00 | 60.00 | 20.00 |
Profit/Loss Per Trade % | 0.29 | -0.20 | 0.62 | 0.19 | -0.42 |
Profit Per Trade % | 2.44 | 2.24 | 2.52 | 4.43 | 10.46 |
Loss Per Trade % | 1.53 | 1.38 | 1.69 | 5.43 | 2.76 |
Days In Trade | 208 | 109 | 99 | 208 | 208 |
Days In Trade (Avg. Per Trade) | 13.87 | 18.17 | 11.00 | 13.87 | 13.87 |
% Days In Trade | 57.14 | 29.95 | 27.20 | 57.14 | 57.14 |