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: | 12 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 12 | MA Type: | EMA | StdDev Period: | 12 |
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: | 17291.82 |
Total net P/L: | 7291.82 | Total ROI: | 72.92 % |
CAGR: | 11.59 % | Max. DD: | 9.79 % |
System Score: | 9.537 | Sharpe Ratio: | 2.310 |
Start Date: | 2018-01-02 | End Date: | 2022-12-30 |
Total days: | 1823 | ||
Commissions: | 1198.42 | Comm.% P/L | 14.12 % |
Total Transactions: | 436 | Log. Linearity: | 93.713 % |
Total | ![]() |
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CFG | KEY | |
---|---|---|---|---|---|
Total Profit/Loss | 8490.24 | 4129.26 | 4360.98 | 630.15 | 7860.09 |
Total Profit | 14934.18 | 7206.78 | 7727.40 | 31338.93 | 35195.16 |
Total Loss | 6443.94 | 3077.52 | 3366.42 | 30708.78 | 27335.07 |
Profit Factor | 2.32 | 2.34 | 2.30 | 1.02 | 1.29 |
Trades | 109 | 51 | 58 | 109 | 109 |
Winning Trades | 74 | 34 | 40 | 60 | 58 |
Losing Trades | 35 | 17 | 18 | 49 | 51 |
% Profitable | 67.00 | 66.00 | 68.00 | 55.00 | 53.00 |
Profit/Loss Per Trade % | 0.59 | 0.54 | 0.63 | -0.40 | 0.57 |
Profit Per Trade % | 1.55 | 1.55 | 1.55 | 3.69 | 4.63 |
Loss Per Trade % | 1.40 | 1.44 | 1.37 | 4.75 | 3.78 |
Days In Trade | 987 | 480 | 507 | 987 | 987 |
Days In Trade (Avg. Per Trade) | 9.06 | 9.41 | 8.74 | 9.06 | 9.06 |
% Days In Trade | 54.14 | 26.33 | 27.81 | 54.14 | 54.14 |