| 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: | 20 | MA Type: | EMA | 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: | 1000.00 | Final Equity: | 1376.07 |
| Total net P/L: | 376.07 | Total ROI: | 37.61 % |
| CAGR: | 10.81 % | Max. DD: | 9.21 % |
| System Score: | 7.371 | Sharpe Ratio: | 1.824 |
| Start Date: | 2023-01-02 | End Date: | 2026-02-10 |
| Total days: | 1135 | ||
| Commissions: | 116.00 | Comm.% P/L | 23.57 % |
| Total Transactions: | 116 | Log. Linearity: | 88.011 % |
| Total | Long |
Short |
JPM | WFC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 492.07 | 111.72 | 380.35 | 321.64 | 170.43 |
| Total Profit | 647.08 | 247.81 | 399.27 | 601.13 | 723.51 |
| Total Loss | 155.01 | 136.09 | 18.92 | 279.49 | 553.08 |
| Profit Factor | 4.17 | 1.82 | 21.10 | 2.15 | 1.31 |
| Trades | 29 | 14 | 15 | 29 | 29 |
| Winning Trades | 23 | 10 | 13 | 16 | 18 |
| Losing Trades | 6 | 4 | 2 | 13 | 11 |
| % Profitable | 79.00 | 71.00 | 86.00 | 55.00 | 62.00 |
| Profit/Loss Per Trade % | 1.47 | 0.72 | 2.17 | 0.87 | 0.45 |
| Profit Per Trade % | 2.48 | 2.25 | 2.66 | 3.22 | 3.54 |
| Loss Per Trade % | 2.29 | 2.95 | 0.96 | 1.92 | 4.26 |
| Days In Trade | 366 | 212 | 154 | 366 | 366 |
| Days In Trade (Avg. Per Trade) | 12.62 | 15.14 | 10.27 | 12.62 | 12.62 |
| % Days In Trade | 32.25 | 18.68 | 13.57 | 32.25 | 32.25 |