| 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: | 10 | MA Type: | EMA | StdDev Period: | 10 |
| RSI Period: | 4 | 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: | 1986.09 |
| Total net P/L: | -8013.91 | Total ROI: | -80.14 % |
| CAGR: | -9.61 % | Max. DD: | 83.44 % |
| System Score: | -7.319 | Sharpe Ratio: | -2.163 |
| Start Date: | 2010-01-04 | End Date: | 2025-12-31 |
| Total days: | 5840 | ||
| Commissions: | 1666.62 | Comm.% P/L | 26.26 % |
| Total Transactions: | 1236 | Log. Linearity: | 91.327 % |
| Total | Long |
Short |
BAC | WFC | |
|---|---|---|---|---|---|
| Total Profit/Loss | -6347.29 | -5108.95 | -1238.34 | -6050.26 | -297.03 |
| Total Profit | 13993.75 | 6179.25 | 7814.50 | 19232.88 | 19553.18 |
| Total Loss | 20341.04 | 11288.20 | 9052.84 | 25283.14 | 19850.21 |
| Profit Factor | 0.69 | 0.55 | 0.86 | 0.76 | 0.99 |
| Trades | 309 | 143 | 166 | 309 | 309 |
| Winning Trades | 189 | 92 | 97 | 156 | 161 |
| Losing Trades | 120 | 51 | 69 | 151 | 148 |
| % Profitable | 61.00 | 64.00 | 58.00 | 50.00 | 52.00 |
| Profit/Loss Per Trade % | -0.37 | -0.40 | -0.34 | -0.66 | 0.11 |
| Profit Per Trade % | 1.80 | 1.75 | 1.84 | 2.95 | 3.33 |
| Loss Per Trade % | 3.59 | 4.05 | 3.25 | 4.09 | 3.18 |
| Days In Trade | 3387 | 1574 | 1813 | 3387 | 3387 |
| Days In Trade (Avg. Per Trade) | 10.96 | 11.01 | 10.92 | 10.96 | 10.96 |
| % Days In Trade | 58.00 | 26.95 | 31.04 | 58.00 | 58.00 |