Model: | Ratio |
Symbol | Title | Sector | Exchange | M.Cap.[M] | Beta | Float | Avg.Price | Avg.Volume | Last volume |
BAC | Bank of America Corp | Financial | NYSE | 329540 | 1.34 | 10236.17 | 31.63 | 80840000 | 83450000 |
JPM | JPMorgan Chase Co. | Financial | NYSE | 400550 | 1.21 | 3444.94 | 113.87 | 16970000 | 19890000 |
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: | 13883.21 |
Total net P/L: | 3883.21 | Total ROI: | 38.83 % |
CAGR: | 6.06 % | Max. DD: | 18.67 % |
System Score: | 2.043 | Sharpe Ratio: | 1.587 |
Start Date: | 2017-01-02 | End Date: | 2022-07-29 |
Total days: | 2034 | ||
Commissions: | 551.71 | Comm.% P/L | 12.44 % |
Total Transactions: | 352 | Log. Linearity: | 69.578 % |
Total | ![]() |
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BAC | JPM | |
---|---|---|---|---|---|
Total Profit/Loss | 4434.92 | 3841.40 | 593.52 | 4408.11 | 26.81 |
Total Profit | 11367.98 | 6381.02 | 4986.96 | 26948.08 | 21024.97 |
Total Loss | 6933.06 | 2539.62 | 4393.44 | 22539.97 | 20998.16 |
Profit Factor | 1.64 | 2.51 | 1.14 | 1.20 | 1.00 |
Trades | 88 | 47 | 41 | 88 | 88 |
Winning Trades | 65 | 36 | 29 | 55 | 35 |
Losing Trades | 23 | 11 | 12 | 33 | 53 |
% Profitable | 73.00 | 76.00 | 70.00 | 62.00 | 39.00 |
Profit/Loss Per Trade % | 0.42 | 0.64 | 0.18 | 0.24 | -0.23 |
Profit Per Trade % | 1.40 | 1.40 | 1.40 | 3.83 | 4.42 |
Loss Per Trade % | 2.23 | 1.77 | 2.65 | 4.97 | 3.04 |
Days In Trade | 961 | 513 | 448 | 961 | 961 |
Days In Trade (Avg. Per Trade) | 10.92 | 10.91 | 10.93 | 10.92 | 10.92 |
% Days In Trade | 47.25 | 25.22 | 22.03 | 47.25 | 47.25 |