| 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: | 0.50 | DT Threshold: | 1.50 |
| 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: | 1025.35 |
| Total net P/L: | 25.35 | Total ROI: | 2.54 % |
| CAGR: | 0.81 % | Max. DD: | 7.65 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.323 |
| Start Date: | 2023-01-02 | End Date: | 2026-02-10 |
| Total days: | 1135 | ||
| Commissions: | 68.00 | Comm.% P/L | 72.84 % |
| Total Transactions: | 68 | Log. Linearity: | 3.084 % |
| Total | Long |
Short |
JPM | WFC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 93.35 | -23.24 | 116.59 | 74.35 | 19.00 |
| Total Profit | 207.98 | 72.51 | 135.47 | 213.47 | 270.67 |
| Total Loss | 114.63 | 95.75 | 18.88 | 139.12 | 251.67 |
| Profit Factor | 1.81 | 0.76 | 7.18 | 1.53 | 1.08 |
| Trades | 17 | 6 | 11 | 17 | 17 |
| Winning Trades | 12 | 4 | 8 | 9 | 10 |
| Losing Trades | 5 | 2 | 3 | 8 | 7 |
| % Profitable | 70.00 | 66.00 | 72.00 | 52.00 | 58.00 |
| Profit/Loss Per Trade % | 0.53 | -0.36 | 1.03 | 0.37 | 0.05 |
| Profit Per Trade % | 1.68 | 1.75 | 1.65 | 2.22 | 2.60 |
| Loss Per Trade % | 2.10 | 4.40 | 0.60 | 1.66 | 3.25 |
| Days In Trade | 149 | 75 | 74 | 149 | 149 |
| Days In Trade (Avg. Per Trade) | 8.76 | 12.50 | 6.73 | 8.76 | 8.76 |
| % Days In Trade | 13.13 | 6.61 | 6.52 | 13.13 | 13.13 |