Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
FFBC | First Financial Bancorp | Financial Services | Banks - Regional | 2227 | 0.0394 | 23.33 | 323017 |
IXC | iShares Global Energy ETF | 0.0236 | 43.25 | 790166 |
Entry Threshold: | 1.50 | Exit Threshold: | 0.00 | ||
Max Duration: | 50 | Entry Mode: | Uptick | Reversals: | |
Regression Per: | 40 | ||||
Margin Req. 1: | 10.0 | Margin Req. 2: | 10.0 | High Leverage | |
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | -2.38 |
Total net P/L: | -10002.38 | Total ROI: | -100.02 % |
CAGR: | 0.00 % | Max. DD: | 100.57 % |
System Score: | 0.000 | Sharpe Ratio: | -0.809 |
Start Date: | 2013-01-02 | End Date: | 2018-09-28 |
Total days: | 2095 | ||
Commissions: | 707.78 | Comm.% P/L | 7.61 % |
Total Transactions: | 204 | Log. Linearity: | 88.704 % |
Total | Long | Short | FFBC | IXC | |
---|---|---|---|---|---|
Total Profit/Loss | -9294.60 | -129.61 | -9164.99 | -5858.76 | -3435.84 |
Total Profit | 8730.30 | 3525.12 | 5205.19 | 7505.85 | 8643.84 |
Total Loss | 18024.90 | 3654.73 | 14370.17 | 13364.61 | 12079.68 |
Profit Factor | 0.48 | 0.96 | 0.36 | 0.56 | 0.72 |
Trades | 51 | 26 | 25 | 51 | 51 |
Winning Trades | 36 | 21 | 15 | 33 | 25 |
Losing Trades | 15 | 5 | 10 | 18 | 26 |
% Profitable | 70.00 | 80.00 | 60.00 | 64.00 | 49.00 |
Profit/Loss Per Trade % | 0.00 | 7.90 | 0.00 | 0.00 | -3.12 |
Profit Per Trade % | 13.65 | 13.44 | 13.95 | 14.13 | 16.40 |
Loss Per Trade % | 28.46 | 11.48 | 37.91 | 21.51 | 15.85 |
Days In Trade | 832 | 310 | 522 | 832 | 832 |
Days In Trade (Avg. Per Trade) | 16.31 | 11.92 | 20.88 | 16.31 | 16.31 |
% Days In Trade | 39.71 | 14.80 | 24.92 | 39.71 | 39.71 |