| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| JPM | JPMorgan Chase & Co | Financial Services | Banks - Diversified | 929488 | 0.0172 | 349.67 | 9367081 |
| BAC | Bank of America Corp | Financial Services | Banks - Diversified | 403691 | 0.0193 | 57.73 | 37174572 |
| 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: | 5000.00 | Final Equity: | 7432.74 |
| Total net P/L: | 2432.74 | Total ROI: | 48.65 % |
| CAGR: | 16.05 % | Max. DD: | 8.14 % |
| System Score: | 13.988 | Sharpe Ratio: | 2.196 |
| Start Date: | 2024-01-02 | End Date: | 2026-08-31 |
| Total days: | 972 | ||
| Commissions: | 144.00 | Comm.% P/L | 5.59 % |
| Total Transactions: | 144 | Log. Linearity: | 95.515 % |
| Total | Long |
Short |
JPM | BAC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2576.74 | 1939.94 | 636.80 | 2454.35 | 122.39 |
| Total Profit | 3629.26 | 1939.94 | 1689.32 | 4761.76 | 3702.32 |
| Total Loss | 1052.52 | 0.00 | 1052.52 | 2307.41 | 3579.93 |
| Profit Factor | 3.45 | 0.00 | 1.61 | 2.06 | 1.03 |
| Trades | 36 | 17 | 19 | 36 | 36 |
| Winning Trades | 29 | 17 | 12 | 21 | 19 |
| Losing Trades | 7 | 0 | 7 | 15 | 17 |
| % Profitable | 80.00 | 100.00 | 63.00 | 58.00 | 52.00 |
| Profit/Loss Per Trade % | 1.17 | 1.85 | 0.57 | 0.90 | 0.12 |
| Profit Per Trade % | 2.06 | 1.85 | 2.36 | 3.48 | 3.27 |
| Loss Per Trade % | 2.37 | 0.00 | 2.37 | 2.55 | 3.17 |
| Days In Trade | 458 | 206 | 252 | 458 | 458 |
| Days In Trade (Avg. Per Trade) | 12.72 | 12.12 | 13.26 | 12.72 | 12.72 |
| % Days In Trade | 47.12 | 21.19 | 25.93 | 47.12 | 47.12 |