| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| HDB | HDFC Bank Limited ADR | Financial Services | Banks - Regional | 183923 | 0.0105 | 35.87 | 4508707 |
| IBN | ICICI Bank Limited | Financial Services | Banks - Regional | 109931 | 0.0084 | 30.71 | 4778076 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
| 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: | 13517.93 |
| Total net P/L: | 3517.93 | Total ROI: | 35.18 % |
| CAGR: | 5.23 % | Max. DD: | 32.33 % |
| System Score: | 0.029 | Sharpe Ratio: | 0.938 |
| Start Date: | 2020-01-02 | End Date: | 2025-11-28 |
| Total days: | 2157 | ||
| Commissions: | 815.70 | Comm.% P/L | 18.82 % |
| Total Transactions: | 328 | Log. Linearity: | 17.756 % |
| Total | Long |
Short |
HDB | IBN | |
|---|---|---|---|---|---|
| Total Profit/Loss | 4333.63 | -1824.62 | 6158.25 | 6281.44 | -1947.81 |
| Total Profit | 17371.90 | 7417.80 | 9954.10 | 21854.24 | 15382.21 |
| Total Loss | 13038.27 | 9242.42 | 3795.85 | 15572.80 | 17330.02 |
| Profit Factor | 1.33 | 0.80 | 2.62 | 1.40 | 0.89 |
| Trades | 82 | 43 | 39 | 82 | 82 |
| Winning Trades | 55 | 24 | 31 | 48 | 47 |
| Losing Trades | 27 | 19 | 8 | 34 | 35 |
| % Profitable | 67.00 | 55.00 | 79.00 | 58.00 | 57.00 |
| Profit/Loss Per Trade % | 0.45 | -0.29 | 1.28 | 0.57 | -0.32 |
| Profit Per Trade % | 2.72 | 2.72 | 2.72 | 3.82 | 2.83 |
| Loss Per Trade % | 3.91 | 3.85 | 4.05 | 3.77 | 4.09 |
| Days In Trade | 985 | 574 | 411 | 985 | 985 |
| Days In Trade (Avg. Per Trade) | 12.01 | 13.35 | 10.54 | 12.01 | 12.01 |
| % Days In Trade | 45.67 | 26.61 | 19.05 | 45.67 | 45.67 |