| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| GS | Goldman Sachs Group Inc | Financial Services | Capital Markets | 266926 | 0 | 899.49 | 2149196 |
| STT | State Street Corp | Financial Services | Asset Management | 39786 | 0.0226 | 142.74 | 2012748 |
| 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: | 14962.63 |
| Total net P/L: | 4962.63 | Total ROI: | 49.63 % |
| CAGR: | 7.94 % | Max. DD: | 17.80 % |
| System Score: | 3.856 | Sharpe Ratio: | 1.287 |
| Start Date: | 2021-01-04 | End Date: | 2026-04-14 |
| Total days: | 1926 | ||
| Commissions: | 300.00 | Comm.% P/L | 5.70 % |
| Total Transactions: | 300 | Log. Linearity: | 78.616 % |
| Total | Long |
Short |
GS | STT | |
|---|---|---|---|---|---|
| Total Profit/Loss | 5262.63 | 2049.09 | 3213.54 | 2406.05 | 2856.58 |
| Total Profit | 13237.45 | 5435.63 | 7801.82 | 17069.90 | 17156.09 |
| Total Loss | 7974.82 | 3386.54 | 4588.28 | 14663.85 | 14299.51 |
| Profit Factor | 1.66 | 1.61 | 1.70 | 1.16 | 1.20 |
| Trades | 75 | 31 | 44 | 75 | 75 |
| Winning Trades | 47 | 20 | 27 | 46 | 40 |
| Losing Trades | 28 | 11 | 17 | 29 | 35 |
| % Profitable | 62.00 | 64.00 | 61.00 | 61.00 | 53.00 |
| Profit/Loss Per Trade % | 0.57 | 0.51 | 0.62 | 0.20 | 0.20 |
| Profit Per Trade % | 2.41 | 2.32 | 2.49 | 3.18 | 3.64 |
| Loss Per Trade % | 2.40 | 2.64 | 2.24 | 4.20 | 3.52 |
| Days In Trade | 970 | 384 | 586 | 970 | 970 |
| Days In Trade (Avg. Per Trade) | 12.93 | 12.39 | 13.32 | 12.93 | 12.93 |
| % Days In Trade | 50.36 | 19.94 | 30.43 | 50.36 | 50.36 |