| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| MCHB | Mechanics Bank | Financial Services | Banks - Regional | 3259 | 0.0142 | 14.72 | 368250 |
| C | Citigroup Inc. | Financial Services | Banks - Diversified | 201696 | 0.0205 | 115.3 | 14351291 |
| Entry Threshold: | 3.00 | 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: | 9823.68 |
| Total net P/L: | -176.32 | Total ROI: | -1.76 % |
| CAGR: | -1.77 % | Max. DD: | 28.63 % |
| System Score: | -0.210 | Sharpe Ratio: | 0.042 |
| Start Date: | 2024-10-10 | End Date: | 2025-10-09 |
| Total days: | 364 | ||
| Commissions: | 65.38 | Comm.% P/L | 58.93 % |
| Total Transactions: | 24 | Log. Linearity: | 49.177 % |
| Total | Long |
Short |
MCHB | C | |
|---|---|---|---|---|---|
| Total Profit/Loss | -110.94 | -88.63 | -22.31 | 3725.65 | -3836.59 |
| Total Profit | 2159.04 | 1828.12 | 330.92 | 4247.30 | 500.62 |
| Total Loss | 2269.98 | 1916.75 | 353.23 | 521.65 | 4337.21 |
| Profit Factor | 0.95 | 0.95 | 0.94 | 8.14 | 0.12 |
| Trades | 6 | 4 | 2 | 6 | 6 |
| Winning Trades | 2 | 1 | 1 | 4 | 2 |
| Losing Trades | 4 | 3 | 1 | 2 | 4 |
| % Profitable | 33.00 | 25.00 | 50.00 | 66.00 | 33.00 |
| Profit/Loss Per Trade % | -0.19 | -0.26 | -0.04 | 5.83 | -6.20 |
| Profit Per Trade % | 10.64 | 18.29 | 3.48 | 10.27 | 2.62 |
| Loss Per Trade % | 4.98 | 5.50 | 3.44 | 2.52 | 10.25 |
| Days In Trade | 114 | 84 | 30 | 114 | 114 |
| Days In Trade (Avg. Per Trade) | 19.00 | 21.00 | 15.00 | 19.00 | 19.00 |
| % Days In Trade | 31.32 | 23.08 | 8.24 | 31.32 | 31.32 |