| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| MS | Morgan Stanley | Financial Services | Capital Markets | 289811 | 0.0218 | 182.35 | 5688666 |
| GS | Goldman Sachs Group Inc | Financial Services | Capital Markets | 285654 | 0.0151 | 943.62 | 2089476 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | 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: | 10587.73 |
| Total net P/L: | 587.73 | Total ROI: | 5.88 % |
| CAGR: | 5.45 % | Max. DD: | 6.58 % |
| System Score: | 0.004 | Sharpe Ratio: | 0.601 |
| Start Date: | 2025-01-02 | End Date: | 2026-01-30 |
| Total days: | 393 | ||
| Commissions: | 56.00 | Comm.% P/L | 8.70 % |
| Total Transactions: | 56 | Log. Linearity: | 8.909 % |
| Total | Long |
Short |
MS | GS | |
|---|---|---|---|---|---|
| Total Profit/Loss | 643.73 | 569.94 | 73.79 | -1291.67 | 1935.40 |
| Total Profit | 1462.51 | 1076.62 | 385.89 | 1507.99 | 3638.60 |
| Total Loss | 818.78 | 506.68 | 312.10 | 2799.66 | 1703.20 |
| Profit Factor | 1.79 | 2.12 | 1.24 | 0.54 | 2.14 |
| Trades | 14 | 10 | 4 | 14 | 14 |
| Winning Trades | 11 | 8 | 3 | 6 | 11 |
| Losing Trades | 3 | 2 | 1 | 8 | 3 |
| % Profitable | 78.00 | 80.00 | 75.00 | 42.00 | 78.00 |
| Profit/Loss Per Trade % | 0.45 | 0.56 | 0.17 | -1.00 | 1.25 |
| Profit Per Trade % | 1.31 | 1.33 | 1.26 | 2.41 | 3.23 |
| Loss Per Trade % | 2.65 | 2.47 | 3.00 | 3.40 | 5.43 |
| Days In Trade | 184 | 130 | 54 | 184 | 184 |
| Days In Trade (Avg. Per Trade) | 13.14 | 13.00 | 13.50 | 13.14 | 13.14 |
| % Days In Trade | 46.82 | 33.08 | 13.74 | 46.82 | 46.82 |