| 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: | 2.00 | Exit Threshold: | 0.00 | DT Threshold: | 0.50 |
| 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: | 1449.68 |
| Total net P/L: | 449.68 | Total ROI: | 44.97 % |
| CAGR: | 12.68 % | Max. DD: | 9.71 % |
| System Score: | 10.255 | Sharpe Ratio: | 1.997 |
| Start Date: | 2023-01-02 | End Date: | 2026-02-10 |
| Total days: | 1135 | ||
| Commissions: | 144.00 | Comm.% P/L | 24.26 % |
| Total Transactions: | 144 | Log. Linearity: | 93.158 % |
| Total | Long |
Short |
JPM | WFC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 593.68 | 273.54 | 320.14 | 348.77 | 244.91 |
| Total Profit | 794.56 | 442.61 | 351.95 | 721.02 | 845.92 |
| Total Loss | 200.88 | 169.07 | 31.81 | 372.25 | 601.01 |
| Profit Factor | 3.96 | 2.62 | 11.06 | 1.94 | 1.41 |
| Trades | 36 | 19 | 17 | 36 | 36 |
| Winning Trades | 30 | 15 | 15 | 20 | 23 |
| Losing Trades | 6 | 4 | 2 | 16 | 13 |
| % Profitable | 83.00 | 78.00 | 88.00 | 55.00 | 63.00 |
| Profit/Loss Per Trade % | 1.39 | 1.29 | 1.49 | 0.76 | 0.49 |
| Profit Per Trade % | 2.26 | 2.62 | 1.91 | 3.04 | 3.10 |
| Loss Per Trade % | 2.84 | 3.48 | 1.57 | 1.97 | 3.81 |
| Days In Trade | 373 | 200 | 173 | 373 | 373 |
| Days In Trade (Avg. Per Trade) | 10.36 | 10.53 | 10.18 | 10.36 | 10.36 |
| % Days In Trade | 32.86 | 17.62 | 15.24 | 32.86 | 32.86 |