| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| KRE | SPDR® S&P Regional Banking ETF | 0 | 69.85 | 17007428 | |||
| IAI | iShares U.S. Broker-Dealers & Securities Exchanges ETF | 0 | 177.49 | 133030 |
| Entry Threshold: | 0.10 | 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: | 10145.12 |
| Total net P/L: | 145.12 | Total ROI: | 1.45 % |
| CAGR: | 1.97 % | Max. DD: | 11.02 % |
| System Score: | 0.329 | Sharpe Ratio: | 0.174 |
| Start Date: | 2022-01-03 | End Date: | 2022-09-30 |
| Total days: | 270 | ||
| Commissions: | 132.00 | Comm.% P/L | 47.63 % |
| Total Transactions: | 132 | Log. Linearity: | 55.106 % |
| Total | Long |
Short |
KRE | IAI | |
|---|---|---|---|---|---|
| Total Profit/Loss | 277.12 | 270.39 | 6.73 | 6579.03 | -6301.91 |
| Total Profit | 2058.54 | 874.39 | 1184.15 | 8714.02 | 2617.51 |
| Total Loss | 1781.42 | 604.00 | 1177.42 | 2134.99 | 8919.42 |
| Profit Factor | 1.16 | 1.45 | 1.01 | 4.08 | 0.29 |
| Trades | 33 | 16 | 17 | 33 | 33 |
| Winning Trades | 24 | 11 | 13 | 23 | 9 |
| Losing Trades | 9 | 5 | 4 | 10 | 24 |
| % Profitable | 72.00 | 68.00 | 76.00 | 69.00 | 27.00 |
| Profit/Loss Per Trade % | 0.08 | 0.18 | -0.01 | 1.95 | -2.04 |
| Profit Per Trade % | 0.87 | 0.81 | 0.93 | 3.82 | 2.95 |
| Loss Per Trade % | 1.97 | 1.18 | 2.96 | 2.16 | 3.70 |
| Days In Trade | 256 | 133 | 123 | 256 | 256 |
| Days In Trade (Avg. Per Trade) | 7.76 | 8.31 | 7.24 | 7.76 | 7.76 |
| % Days In Trade | 94.81 | 49.26 | 45.56 | 94.81 | 94.81 |