| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| JPM | JPMorgan Chase & Co | Financial Services | Banks - Diversified | 876841 | 0.018 | 322.1 | 8900181 |
| WFC | Wells Fargo & Company | Financial Services | Banks - Diversified | 296989 | 0.0181 | 94.61 | 15641202 |
| Entry Threshold: | 1.80 | Exit Threshold: | 0.00 | DT Threshold: | 1.00 |
| Max Duration: | 30 | Entry Mode: | Downtick | 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: | 1000.00 | Final Equity: | 1296.12 |
| Total net P/L: | 296.12 | Total ROI: | 29.61 % |
| CAGR: | 8.70 % | Max. DD: | 11.75 % |
| System Score: | 5.379 | Sharpe Ratio: | 1.403 |
| Start Date: | 2023-01-02 | End Date: | 2026-02-10 |
| Total days: | 1135 | ||
| Commissions: | 120.00 | Comm.% P/L | 28.84 % |
| Total Transactions: | 120 | Log. Linearity: | 85.196 % |
| Total | Long |
Short |
JPM | WFC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 416.12 | 152.13 | 263.99 | 437.80 | -21.68 |
| Total Profit | 638.64 | 259.58 | 379.06 | 695.25 | 624.67 |
| Total Loss | 222.52 | 107.45 | 115.07 | 257.45 | 646.35 |
| Profit Factor | 2.87 | 2.42 | 3.29 | 2.70 | 0.97 |
| Trades | 30 | 13 | 17 | 30 | 30 |
| Winning Trades | 25 | 10 | 15 | 17 | 20 |
| Losing Trades | 5 | 3 | 2 | 13 | 10 |
| % Profitable | 83.00 | 76.00 | 88.00 | 56.00 | 66.00 |
| Profit/Loss Per Trade % | 1.24 | 1.20 | 1.27 | 1.25 | -0.20 |
| Profit Per Trade % | 2.35 | 2.50 | 2.25 | 3.66 | 2.81 |
| Loss Per Trade % | 4.01 | 2.98 | 5.58 | 1.77 | 5.63 |
| Days In Trade | 339 | 156 | 183 | 339 | 339 |
| Days In Trade (Avg. Per Trade) | 11.30 | 12.00 | 10.76 | 11.30 | 11.30 |
| % Days In Trade | 29.87 | 13.74 | 16.12 | 29.87 | 29.87 |