Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BMO | Bank of Montreal | Financial Services | Banks - Diversified | 90828 | 0.0506 | 126.8 | 647928 |
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: | 10134.08 |
Total net P/L: | 134.08 | Total ROI: | 1.34 % |
CAGR: | 1.34 % | Max. DD: | 4.56 % |
System Score: | 0.024 | Sharpe Ratio: | 0.293 |
Start Date: | 2024-10-10 | End Date: | 2025-10-09 |
Total days: | 364 | ||
Commissions: | 36.00 | Comm.% P/L | 21.17 % |
Total Transactions: | 36 | Log. Linearity: | 25.994 % |
Total | ![]() |
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BMO | BNS | |
---|---|---|---|---|---|
Total Profit/Loss | 170.08 | 232.73 | -62.65 | 1103.97 | -933.89 |
Total Profit | 441.67 | 260.17 | 181.50 | 1598.09 | 305.31 |
Total Loss | 271.59 | 27.44 | 244.15 | 494.12 | 1239.20 |
Profit Factor | 1.63 | 9.48 | 0.74 | 3.23 | 0.25 |
Trades | 9 | 5 | 4 | 9 | 9 |
Winning Trades | 5 | 4 | 1 | 7 | 2 |
Losing Trades | 4 | 1 | 3 | 2 | 7 |
% Profitable | 55.00 | 80.00 | 25.00 | 77.00 | 22.00 |
Profit/Loss Per Trade % | 0.19 | 0.47 | -0.16 | 1.21 | -1.06 |
Profit Per Trade % | 0.89 | 0.65 | 1.86 | 2.29 | 1.52 |
Loss Per Trade % | 0.68 | 0.27 | 0.82 | 2.48 | 1.78 |
Days In Trade | 164 | 87 | 77 | 164 | 164 |
Days In Trade (Avg. Per Trade) | 18.22 | 17.40 | 19.25 | 18.22 | 18.22 |
% Days In Trade | 45.05 | 23.90 | 21.15 | 45.05 | 45.05 |