Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
RY | Royal Bank of Canada | Financial Services | Banks - Diversified | 203902 | 0.0412 | 144.58 | 1161685 |
BNS | Bank of Nova Scotia | Financial Services | Banks - Diversified | 79381 | 0.0675 | 63.89 | 1931342 |
Entry Threshold: | 2.50 | 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: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 10877.66 |
Total net P/L: | 877.66 | Total ROI: | 8.78 % |
CAGR: | 2.84 % | Max. DD: | 7.43 % |
System Score: | 0.047 | Sharpe Ratio: | 1.001 |
Start Date: | 2022-10-10 | End Date: | 2025-10-09 |
Total days: | 1095 | ||
Commissions: | 116.00 | Comm.% P/L | 11.67 % |
Total Transactions: | 116 | Log. Linearity: | 25.511 % |
Total | ![]() |
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RY | BNS | |
---|---|---|---|---|---|
Total Profit/Loss | 993.66 | 140.80 | 852.86 | 32.03 | 961.63 |
Total Profit | 2290.40 | 781.04 | 1509.36 | 2294.23 | 3041.99 |
Total Loss | 1296.74 | 640.24 | 656.50 | 2262.20 | 2080.36 |
Profit Factor | 1.77 | 1.22 | 2.30 | 1.01 | 1.46 |
Trades | 29 | 12 | 17 | 29 | 29 |
Winning Trades | 18 | 8 | 10 | 15 | 19 |
Losing Trades | 11 | 4 | 7 | 14 | 10 |
% Profitable | 62.00 | 66.00 | 58.00 | 51.00 | 65.00 |
Profit/Loss Per Trade % | 0.33 | 0.12 | 0.48 | -0.02 | 0.31 |
Profit Per Trade % | 1.24 | 0.95 | 1.48 | 1.48 | 1.56 |
Loss Per Trade % | 1.14 | 1.52 | 0.93 | 1.57 | 2.00 |
Days In Trade | 463 | 184 | 279 | 463 | 463 |
Days In Trade (Avg. Per Trade) | 15.97 | 15.33 | 16.41 | 15.97 | 15.97 |
% Days In Trade | 42.28 | 16.80 | 25.48 | 42.28 | 42.28 |