| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| JPM | JPMorgan Chase & Co | Financial Services | Banks - Diversified | 896216 | 0.0177 | 334.47 | 9611879 |
| BAC | Bank of America Corp | Financial Services | Banks - Diversified | 416783 | 0.0188 | 58.73 | 37800298 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
| 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: | 2000.00 | Final Equity: | 2266.95 |
| Total net P/L: | 266.95 | Total ROI: | 13.35 % |
| CAGR: | 13.31 % | Max. DD: | 6.35 % |
| System Score: | 9.760 | Sharpe Ratio: | 1.125 |
| Start Date: | 2025-07-01 | End Date: | 2026-07-02 |
| Total days: | 366 | ||
| Commissions: | 52.00 | Comm.% P/L | 16.30 % |
| Total Transactions: | 52 | Log. Linearity: | 90.180 % |
| Total | Long |
Short |
JPM | BAC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 318.95 | 218.43 | 100.52 | 663.35 | -344.40 |
| Total Profit | 426.31 | 218.43 | 207.88 | 766.97 | 284.80 |
| Total Loss | 107.36 | 0.00 | 107.36 | 103.62 | 629.20 |
| Profit Factor | 3.97 | 0.00 | 1.94 | 7.40 | 0.45 |
| Trades | 13 | 6 | 7 | 13 | 13 |
| Winning Trades | 10 | 6 | 4 | 7 | 6 |
| Losing Trades | 3 | 0 | 3 | 6 | 7 |
| % Profitable | 76.00 | 100.00 | 57.00 | 53.00 | 46.00 |
| Profit/Loss Per Trade % | 1.16 | 1.71 | 0.69 | 2.23 | -1.23 |
| Profit Per Trade % | 2.03 | 1.71 | 2.51 | 4.95 | 2.30 |
| Loss Per Trade % | 1.68 | 0.00 | 1.68 | 0.85 | 3.97 |
| Days In Trade | 165 | 71 | 94 | 165 | 165 |
| Days In Trade (Avg. Per Trade) | 12.69 | 11.83 | 13.43 | 12.69 | 12.69 |
| % Days In Trade | 45.08 | 19.40 | 25.68 | 45.08 | 45.08 |