Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CFG | Citizens Financial Group Inc | Financial Services | Banks-Regional | 13602 | 0.0578 | 29.16 | 7056521 |
KEY | KeyCorp | Financial Services | Banks - Regional | 12274 | 0.0625 | 13.11 | 20171087 |
Entry Threshold: | 1.70 | Exit Threshold: | 0.00 | ||
Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 21 |
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: | 16498.52 |
Total net P/L: | 6498.52 | Total ROI: | 64.99 % |
CAGR: | 10.54 % | Max. DD: | 13.03 % |
System Score: | 8.728 | Sharpe Ratio: | 2.314 |
Start Date: | 2018-01-02 | End Date: | 2022-12-30 |
Total days: | 1823 | ||
Commissions: | 748.89 | Comm.% P/L | 10.33 % |
Total Transactions: | 280 | Log. Linearity: | 93.891 % |
Total | ![]() |
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CFG | KEY | |
---|---|---|---|---|---|
Total Profit/Loss | 7247.41 | 4034.20 | 3213.21 | -3510.76 | 10758.17 |
Total Profit | 12388.74 | 6263.09 | 6125.65 | 21591.42 | 29459.38 |
Total Loss | 5141.33 | 2228.89 | 2912.44 | 25102.18 | 18701.21 |
Profit Factor | 2.41 | 2.81 | 2.10 | 0.86 | 1.58 |
Trades | 70 | 35 | 35 | 70 | 70 |
Winning Trades | 54 | 26 | 28 | 38 | 42 |
Losing Trades | 16 | 9 | 7 | 32 | 28 |
% Profitable | 77.00 | 74.00 | 80.00 | 54.00 | 60.00 |
Profit/Loss Per Trade % | 0.80 | 0.86 | 0.75 | -0.91 | 1.15 |
Profit Per Trade % | 1.82 | 1.89 | 1.75 | 4.11 | 5.48 |
Loss Per Trade % | 2.51 | 2.02 | 3.14 | 6.07 | 4.90 |
Days In Trade | 798 | 410 | 388 | 798 | 798 |
Days In Trade (Avg. Per Trade) | 11.40 | 11.71 | 11.09 | 11.40 | 11.40 |
% Days In Trade | 43.77 | 22.49 | 21.28 | 43.77 | 43.77 |