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: | 15 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 16 | MA Type: | EMA | StdDev Period: | 16 |
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: | 21243.82 |
Total net P/L: | 11243.82 | Total ROI: | 112.44 % |
CAGR: | 16.28 % | Max. DD: | 8.79 % |
System Score: | 14.311 | Sharpe Ratio: | 3.190 |
Start Date: | 2018-01-02 | End Date: | 2022-12-30 |
Total days: | 1823 | ||
Commissions: | 1170.13 | Comm.% P/L | 9.43 % |
Total Transactions: | 372 | Log. Linearity: | 95.787 % |
Total | ![]() |
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CFG | KEY | |
---|---|---|---|---|---|
Total Profit/Loss | 12413.95 | 6411.61 | 6002.34 | -822.31 | 13236.26 |
Total Profit | 18844.83 | 9043.40 | 9801.43 | 34252.66 | 40500.75 |
Total Loss | 6430.88 | 2631.79 | 3799.09 | 35074.97 | 27264.49 |
Profit Factor | 2.93 | 3.44 | 2.58 | 0.98 | 1.49 |
Trades | 93 | 43 | 50 | 93 | 93 |
Winning Trades | 70 | 33 | 37 | 53 | 53 |
Losing Trades | 23 | 10 | 13 | 40 | 40 |
% Profitable | 75.00 | 76.00 | 74.00 | 56.00 | 56.00 |
Profit/Loss Per Trade % | 0.90 | 0.93 | 0.88 | -0.56 | 1.00 |
Profit Per Trade % | 1.86 | 1.79 | 1.91 | 3.97 | 5.10 |
Loss Per Trade % | 1.93 | 1.88 | 1.98 | 5.85 | 4.10 |
Days In Trade | 964 | 465 | 499 | 964 | 964 |
Days In Trade (Avg. Per Trade) | 10.37 | 10.81 | 9.98 | 10.37 | 10.37 |
% Days In Trade | 52.88 | 25.51 | 27.37 | 52.88 | 52.88 |