Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CFG | Citizens Financial Group Inc | Financial Services | Banks-Regional | 20891 | 0.0396 | 42.75 | 4683549 |
KEY | KeyCorp | Financial Services | Banks-Regional | 17108 | 0.0457 | 18.33 | 10662715 |
Entry Threshold: | 1.70 | Exit Threshold: | 0.00 | ||
Max Duration: | 15 | 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: | 20137.44 |
Total net P/L: | 10137.44 | Total ROI: | 101.37 % |
CAGR: | 15.04 % | Max. DD: | 9.71 % |
System Score: | 12.840 | Sharpe Ratio: | 2.965 |
Start Date: | 2018-01-02 | End Date: | 2022-12-30 |
Total days: | 1823 | ||
Commissions: | 1174.96 | Comm.% P/L | 10.39 % |
Total Transactions: | 384 | Log. Linearity: | 94.856 % |
Total | ![]() |
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CFG | KEY | |
---|---|---|---|---|---|
Total Profit/Loss | 11312.40 | 5177.67 | 6134.73 | -2557.98 | 13870.38 |
Total Profit | 17773.53 | 8233.73 | 9539.80 | 33169.98 | 40528.76 |
Total Loss | 6461.13 | 3056.06 | 3405.07 | 35727.96 | 26658.38 |
Profit Factor | 2.75 | 2.69 | 2.80 | 0.93 | 1.52 |
Trades | 96 | 45 | 51 | 96 | 96 |
Winning Trades | 73 | 34 | 39 | 52 | 56 |
Losing Trades | 23 | 11 | 12 | 44 | 40 |
% Profitable | 76.00 | 75.00 | 76.00 | 54.00 | 58.00 |
Profit/Loss Per Trade % | 0.82 | 0.73 | 0.89 | -0.73 | 1.07 |
Profit Per Trade % | 1.70 | 1.61 | 1.78 | 3.99 | 5.00 |
Loss Per Trade % | 1.92 | 1.93 | 1.91 | 5.58 | 4.09 |
Days In Trade | 979 | 469 | 510 | 979 | 979 |
Days In Trade (Avg. Per Trade) | 10.20 | 10.42 | 10.00 | 10.20 | 10.20 |
% Days In Trade | 53.70 | 25.73 | 27.98 | 53.70 | 53.70 |