| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| BK | The Bank of New York Mellon Corporation | Financial Services | Banks - Diversified | 81388 | 0.0169 | 116.71 | 3672433 |
| WFC | Wells Fargo & Company | Financial Services | Banks - Diversified | 257750 | 0.0203 | 82.11 | 15629662 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 22 | MA Type: | EMA | StdDev Period: | 22 |
| RSI Period: | 22 | 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: | 12516.94 |
| Total net P/L: | 2516.94 | Total ROI: | 25.17 % |
| CAGR: | 4.11 % | Max. DD: | 31.28 % |
| System Score: | 0.007 | Sharpe Ratio: | 0.770 |
| Start Date: | 2020-08-03 | End Date: | 2026-02-27 |
| Total days: | 2034 | ||
| Commissions: | 323.62 | Comm.% P/L | 11.39 % |
| Total Transactions: | 252 | Log. Linearity: | 12.170 % |
| Total | Long |
Short |
BK | WFC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2840.56 | -176.82 | 3017.38 | 5694.39 | -2853.83 |
| Total Profit | 13883.38 | 5428.44 | 8454.94 | 17069.66 | 19917.15 |
| Total Loss | 11042.82 | 5605.26 | 5437.56 | 11375.27 | 22770.98 |
| Profit Factor | 1.26 | 0.97 | 1.55 | 1.50 | 0.87 |
| Trades | 63 | 33 | 30 | 63 | 63 |
| Winning Trades | 38 | 18 | 20 | 34 | 33 |
| Losing Trades | 25 | 15 | 10 | 29 | 30 |
| % Profitable | 60.00 | 54.00 | 66.00 | 53.00 | 52.00 |
| Profit/Loss Per Trade % | 0.40 | -0.05 | 0.89 | 0.67 | -0.54 |
| Profit Per Trade % | 3.06 | 2.56 | 3.51 | 4.04 | 4.87 |
| Loss Per Trade % | 3.43 | 3.01 | 4.07 | 3.03 | 5.98 |
| Days In Trade | 943 | 503 | 440 | 943 | 943 |
| Days In Trade (Avg. Per Trade) | 14.97 | 15.24 | 14.67 | 14.97 | 14.97 |
| % Days In Trade | 46.36 | 24.73 | 21.63 | 46.36 | 46.36 |