| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| BLK | BlackRock Inc | Financial Services | Asset Management | 171654 | 0.0211 | 1055.67 | 753471 |
| TROW | T. Rowe Price Group Inc | Financial Services | Asset Management | 24962 | 0.0445 | 116.5 | 2064231 |
| Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
| 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: | 12959.01 |
| Total net P/L: | 2959.01 | Total ROI: | 29.59 % |
| CAGR: | 9.04 % | Max. DD: | 12.82 % |
| System Score: | 0.508 | Sharpe Ratio: | 1.038 |
| Start Date: | 2020-01-02 | End Date: | 2022-12-30 |
| Total days: | 1093 | ||
| Commissions: | 116.00 | Comm.% P/L | 3.77 % |
| Total Transactions: | 116 | Log. Linearity: | 38.302 % |
| Total | Long |
Short |
BLK | TROW | |
|---|---|---|---|---|---|
| Total Profit/Loss | 3075.01 | 3900.36 | -825.35 | -314.42 | 3389.43 |
| Total Profit | 8252.85 | 4737.36 | 3515.49 | 9170.21 | 12697.93 |
| Total Loss | 5177.84 | 837.00 | 4340.84 | 9484.63 | 9308.50 |
| Profit Factor | 1.59 | 5.66 | 0.81 | 0.97 | 1.36 |
| Trades | 29 | 14 | 15 | 29 | 29 |
| Winning Trades | 18 | 10 | 8 | 12 | 16 |
| Losing Trades | 11 | 4 | 7 | 17 | 13 |
| % Profitable | 62.00 | 71.00 | 53.00 | 41.00 | 55.00 |
| Profit/Loss Per Trade % | 0.93 | 2.35 | -0.37 | -0.23 | 0.77 |
| Profit Per Trade % | 3.77 | 3.96 | 3.52 | 5.89 | 6.26 |
| Loss Per Trade % | 3.49 | 1.58 | 4.59 | 4.21 | 5.27 |
| Days In Trade | 383 | 174 | 209 | 383 | 383 |
| Days In Trade (Avg. Per Trade) | 13.21 | 12.43 | 13.93 | 13.21 | 13.21 |
| % Days In Trade | 35.04 | 15.92 | 19.12 | 35.04 | 35.04 |