| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| BAC | Bank of America Corp | Financial Services | Banks - Diversified | 380971 | 0.0208 | 52.17 | 38272338 |
| WFC | Wells Fargo & Company | Financial Services | Banks - Diversified | 278468 | 0.0193 | 88.71 | 15917600 |
| 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: | 2595.52 |
| Total net P/L: | -7404.48 | Total ROI: | -74.04 % |
| CAGR: | -8.08 % | Max. DD: | 80.99 % |
| System Score: | -4.463 | Sharpe Ratio: | -1.814 |
| Start Date: | 2010-01-04 | End Date: | 2025-12-31 |
| Total days: | 5840 | ||
| Commissions: | 1247.45 | Comm.% P/L | 20.26 % |
| Total Transactions: | 960 | Log. Linearity: | 82.037 % |
| Total | Long |
Short |
BAC | WFC | |
|---|---|---|---|---|---|
| Total Profit/Loss | -6157.03 | -4736.27 | -1420.76 | -6044.03 | -113.00 |
| Total Profit | 11371.35 | 5743.00 | 5628.35 | 14768.83 | 17058.72 |
| Total Loss | 17528.37 | 10479.27 | 7049.11 | 20812.86 | 17171.72 |
| Profit Factor | 0.65 | 0.55 | 0.80 | 0.71 | 0.99 |
| Trades | 240 | 114 | 126 | 240 | 240 |
| Winning Trades | 153 | 74 | 79 | 118 | 135 |
| Losing Trades | 87 | 40 | 47 | 121 | 105 |
| % Profitable | 63.00 | 64.00 | 62.00 | 49.00 | 56.00 |
| Profit/Loss Per Trade % | -0.42 | -0.49 | -0.35 | -0.68 | 0.07 |
| Profit Per Trade % | 1.93 | 1.92 | 1.93 | 3.25 | 3.35 |
| Loss Per Trade % | 4.30 | 4.68 | 3.99 | 4.22 | 3.86 |
| Days In Trade | 3100 | 1486 | 1614 | 3100 | 3100 |
| Days In Trade (Avg. Per Trade) | 12.92 | 13.04 | 12.81 | 12.92 | 12.92 |
| % Days In Trade | 53.08 | 25.45 | 27.64 | 53.08 | 53.08 |