| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| JPM | JPMorgan Chase & Co | Financial Services | Banks - Diversified | 836999 | 0.019 | 312.37 | 9326551 |
| WFC | Wells Fargo & Company | Financial Services | Banks - Diversified | 250752 | 0.0214 | 81.94 | 15842876 |
| 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: | 13011.28 |
| Total net P/L: | 3011.28 | Total ROI: | 30.11 % |
| CAGR: | 5.00 % | Max. DD: | 36.20 % |
| System Score: | 0.238 | Sharpe Ratio: | 0.938 |
| Start Date: | 2021-01-04 | End Date: | 2026-05-29 |
| Total days: | 1971 | ||
| Commissions: | 310.83 | Comm.% P/L | 9.36 % |
| Total Transactions: | 304 | Log. Linearity: | 36.247 % |
| Total | Long |
Short |
JPM | WFC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 3322.11 | 474.00 | 2848.11 | 6588.19 | -3266.08 |
| Total Profit | 12526.11 | 6531.35 | 5994.76 | 16851.66 | 14308.44 |
| Total Loss | 9204.00 | 6057.35 | 3146.65 | 10263.47 | 17574.52 |
| Profit Factor | 1.36 | 1.08 | 1.91 | 1.64 | 0.81 |
| Trades | 76 | 39 | 37 | 76 | 76 |
| Winning Trades | 51 | 26 | 25 | 46 | 40 |
| Losing Trades | 25 | 13 | 12 | 30 | 36 |
| % Profitable | 67.00 | 66.00 | 67.00 | 60.00 | 52.00 |
| Profit/Loss Per Trade % | 0.39 | 0.11 | 0.68 | 0.74 | -0.53 |
| Profit Per Trade % | 2.52 | 2.64 | 2.39 | 3.67 | 3.66 |
| Loss Per Trade % | 3.66 | 4.53 | 2.72 | 3.51 | 4.83 |
| Days In Trade | 891 | 466 | 425 | 891 | 891 |
| Days In Trade (Avg. Per Trade) | 11.72 | 11.95 | 11.49 | 11.72 | 11.72 |
| % Days In Trade | 45.21 | 23.64 | 21.56 | 45.21 | 45.21 |