Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
TD | Toronto Dominion Bank | Financial Services | Banks - Diversified | 132957 | 0.0537 | 77.88 | 2094545 |
ENB | Enbridge Inc | Energy | Oil & Gas Midstream | 106605 | 0.0757 | 48.89 | 3924381 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | 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: | 8906.48 |
Total net P/L: | -1093.52 | Total ROI: | -10.94 % |
CAGR: | -2.03 % | Max. DD: | 21.65 % |
System Score: | -0.000 | Sharpe Ratio: | -0.109 |
Start Date: | 2020-01-02 | End Date: | 2025-08-29 |
Total days: | 2066 | ||
Commissions: | 351.94 | Comm.% P/L | 47.46 % |
Total Transactions: | 300 | Log. Linearity: | 1.494 % |
Total | ![]() |
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TD | ENB | |
---|---|---|---|---|---|
Total Profit/Loss | -741.58 | 139.81 | -881.39 | -4729.09 | 3987.51 |
Total Profit | 11712.32 | 6322.36 | 5389.96 | 10754.59 | 15154.60 |
Total Loss | 12453.90 | 6182.55 | 6271.35 | 15483.68 | 11167.09 |
Profit Factor | 0.94 | 1.02 | 0.86 | 0.69 | 1.36 |
Trades | 75 | 38 | 37 | 75 | 75 |
Winning Trades | 44 | 22 | 22 | 36 | 43 |
Losing Trades | 31 | 16 | 15 | 39 | 32 |
% Profitable | 58.00 | 57.00 | 59.00 | 48.00 | 57.00 |
Profit/Loss Per Trade % | -0.11 | 0.03 | -0.25 | -0.69 | 0.43 |
Profit Per Trade % | 2.71 | 2.95 | 2.48 | 3.03 | 3.49 |
Loss Per Trade % | 3.92 | 3.80 | 4.05 | 3.84 | 3.48 |
Days In Trade | 1102 | 554 | 548 | 1102 | 1102 |
Days In Trade (Avg. Per Trade) | 14.69 | 14.58 | 14.81 | 14.69 | 14.69 |
% Days In Trade | 53.34 | 26.82 | 26.52 | 53.34 | 53.34 |