Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BMO | Bank of Montreal | Financial Services | Banks - Diversified | 86006 | 0.0533 | 119.11 | 675259 |
PDX | PIMCO Energy & Tactical Credit Opps | Financial Services | Asset Management | 245 | 0.298 | 24.36 | 149914 |
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: | 1000.00 | Final Equity: | 1023.33 |
Total net P/L: | 23.33 | Total ROI: | 2.33 % |
CAGR: | 2.35 % | Max. DD: | 13.19 % |
System Score: | 0.019 | Sharpe Ratio: | 0.219 |
Start Date: | 2024-01-02 | End Date: | 2024-12-30 |
Total days: | 363 | ||
Commissions: | 48.00 | Comm.% P/L | 67.30 % |
Total Transactions: | 48 | Log. Linearity: | 20.072 % |
Total | ![]() |
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BMO | PDX | |
---|---|---|---|---|---|
Total Profit/Loss | 71.33 | -74.19 | 145.51 | 280.54 | -209.21 |
Total Profit | 237.53 | 59.17 | 178.35 | 371.82 | 21.86 |
Total Loss | 166.20 | 133.36 | 32.84 | 91.28 | 231.07 |
Profit Factor | 1.43 | 0.44 | 5.43 | 4.07 | 0.09 |
Trades | 12 | 7 | 5 | 12 | 12 |
Winning Trades | 7 | 3 | 4 | 9 | 3 |
Losing Trades | 5 | 4 | 1 | 3 | 9 |
% Profitable | 58.00 | 42.00 | 80.00 | 75.00 | 25.00 |
Profit/Loss Per Trade % | 0.59 | -1.04 | 2.91 | 2.29 | -1.73 |
Profit Per Trade % | 3.37 | 1.94 | 4.45 | 4.09 | 0.73 |
Loss Per Trade % | 3.13 | 3.15 | 3.04 | 2.92 | 2.46 |
Days In Trade | 197 | 134 | 63 | 197 | 197 |
Days In Trade (Avg. Per Trade) | 16.42 | 19.14 | 12.60 | 16.42 | 16.42 |
% Days In Trade | 54.27 | 36.91 | 17.36 | 54.27 | 54.27 |