| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| RCB | Ready Capital Corporation | Other | Other | 1738 | 0.0653 | 24.6 | 16414 |
| BMO | Bank of Montreal | Financial Services | Banks - Diversified | 93290 | 0.0493 | 129.79 | 676758 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| MA Period: | 20 | MA Type: | EMA | 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: | 8236.29 |
| Total net P/L: | -1763.71 | Total ROI: | -17.64 % |
| CAGR: | -17.73 % | Max. DD: | 25.66 % |
| System Score: | -10.581 | Sharpe Ratio: | -1.331 |
| Start Date: | 2025-01-02 | End Date: | 2025-12-31 |
| Total days: | 363 | ||
| Commissions: | 64.97 | Comm.% P/L | 3.82 % |
| Total Transactions: | 44 | Log. Linearity: | 84.199 % |
| Total | Long |
Short |
RCB | BMO | |
|---|---|---|---|---|---|
| Total Profit/Loss | -1698.74 | -1480.20 | -218.54 | -626.36 | -1072.38 |
| Total Profit | 910.30 | 650.37 | 259.93 | 175.64 | 1161.11 |
| Total Loss | 2609.03 | 2130.57 | 478.46 | 802.00 | 2233.49 |
| Profit Factor | 0.35 | 0.31 | 0.54 | 0.22 | 0.52 |
| Trades | 11 | 7 | 4 | 11 | 11 |
| Winning Trades | 5 | 3 | 2 | 2 | 6 |
| Losing Trades | 6 | 4 | 2 | 9 | 5 |
| % Profitable | 45.00 | 42.00 | 50.00 | 18.00 | 54.00 |
| Profit/Loss Per Trade % | -1.69 | -2.43 | -0.36 | -0.57 | -1.12 |
| Profit Per Trade % | 1.91 | 2.13 | 1.59 | 0.87 | 2.01 |
| Loss Per Trade % | 4.51 | 5.64 | 2.27 | 0.87 | 4.69 |
| Days In Trade | 172 | 120 | 52 | 172 | 172 |
| Days In Trade (Avg. Per Trade) | 15.64 | 17.14 | 13.00 | 15.64 | 15.64 |
| % Days In Trade | 47.38 | 33.06 | 14.33 | 47.38 | 47.38 |