| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| TD | Toronto Dominion Bank | Financial Services | Banks - Diversified | 158824 | 0.0447 | 93.76 | 2013498 |
| CM | Canadian Imperial Bank Of Commerce | Financial Services | Banks - Diversified | 85267 | 0.0423 | 91.46 | 1159343 |
| 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: | 8913.60 |
| Total net P/L: | -1086.40 | Total ROI: | -10.86 % |
| CAGR: | -10.98 % | Max. DD: | 12.60 % |
| System Score: | -2.134 | Sharpe Ratio: | -0.865 |
| Start Date: | 2022-01-03 | End Date: | 2022-12-30 |
| Total days: | 361 | ||
| Commissions: | 48.24 | Comm.% P/L | 4.65 % |
| Total Transactions: | 48 | Log. Linearity: | 57.931 % |
| Total | Long |
Short |
TD | CM | |
|---|---|---|---|---|---|
| Total Profit/Loss | -1038.16 | 152.78 | -1190.94 | 1075.68 | -2113.84 |
| Total Profit | 739.63 | 334.88 | 404.75 | 2577.28 | 1034.38 |
| Total Loss | 1777.79 | 182.10 | 1595.69 | 1501.60 | 3148.22 |
| Profit Factor | 0.42 | 1.84 | 0.25 | 1.72 | 0.33 |
| Trades | 12 | 5 | 7 | 12 | 12 |
| Winning Trades | 4 | 2 | 2 | 6 | 2 |
| Losing Trades | 8 | 3 | 5 | 6 | 10 |
| % Profitable | 33.00 | 40.00 | 28.00 | 50.00 | 16.00 |
| Profit/Loss Per Trade % | -0.91 | 0.32 | -1.79 | 0.85 | -1.92 |
| Profit Per Trade % | 1.90 | 1.73 | 2.07 | 4.37 | 5.23 |
| Loss Per Trade % | 2.26 | 0.61 | 3.26 | 2.52 | 3.17 |
| Days In Trade | 211 | 77 | 134 | 211 | 211 |
| Days In Trade (Avg. Per Trade) | 17.58 | 15.40 | 19.14 | 17.58 | 17.58 |
| % Days In Trade | 58.45 | 21.33 | 37.12 | 58.45 | 58.45 |