| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| JPM | JPMorgan Chase & Co | Financial Services | Banks - Diversified | 786616 | 0.0196 | 291.66 | 9340779 |
| GS | Goldman Sachs Group Inc | Financial Services | Capital Markets | 244121 | 0.0166 | 822.64 | 2150068 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | 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: | 10000.00 | Final Equity: | 10250.40 |
| Total net P/L: | 250.40 | Total ROI: | 2.50 % |
| CAGR: | 0.48 % | Max. DD: | 18.76 % |
| System Score: | 0.014 | Sharpe Ratio: | 0.232 |
| Start Date: | 2021-01-04 | End Date: | 2026-02-27 |
| Total days: | 1880 | ||
| Commissions: | 312.00 | Comm.% P/L | 55.48 % |
| Total Transactions: | 312 | Log. Linearity: | 30.476 % |
| Total | Long |
Short |
JPM | GS | |
|---|---|---|---|---|---|
| Total Profit/Loss | 562.40 | -1919.62 | 2482.01 | 7792.37 | -7229.97 |
| Total Profit | 9924.83 | 3959.51 | 5965.32 | 20064.66 | 14204.53 |
| Total Loss | 9362.44 | 5879.13 | 3483.31 | 12272.29 | 21434.51 |
| Profit Factor | 1.06 | 0.67 | 1.71 | 1.63 | 0.66 |
| Trades | 78 | 39 | 39 | 78 | 78 |
| Winning Trades | 51 | 23 | 28 | 45 | 39 |
| Losing Trades | 27 | 16 | 11 | 33 | 39 |
| % Profitable | 65.00 | 58.00 | 71.00 | 57.00 | 50.00 |
| Profit/Loss Per Trade % | 0.07 | -0.45 | 0.59 | 0.78 | -0.94 |
| Profit Per Trade % | 1.86 | 1.66 | 2.02 | 4.09 | 3.42 |
| Loss Per Trade % | 3.15 | 3.34 | 2.88 | 3.45 | 4.93 |
| Days In Trade | 1002 | 564 | 438 | 1002 | 1002 |
| Days In Trade (Avg. Per Trade) | 12.85 | 14.46 | 11.23 | 12.85 | 12.85 |
| % Days In Trade | 53.30 | 30.00 | 23.30 | 53.30 | 53.30 |