Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
NBTB | NBT Bancorp Inc | Financial Services | Banks - Regional | 1693 | 0.0357 | 35.74 | 199050 |
CBU | Community Bank System Inc | Financial Services | Banks - Regional | 2393 | 0.0397 | 44.69 | 347012 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 15 | MA Type: | SMA | 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: | 2000.00 | Final Equity: | 2030.33 |
Total net P/L: | 30.32 | Total ROI: | 1.52 % |
CAGR: | 1.52 % | Max. DD: | 8.98 % |
System Score: | 0.328 | Sharpe Ratio: | 0.179 |
Start Date: | 2019-09-16 | End Date: | 2020-09-14 |
Total days: | 364 | ||
Commissions: | 56.00 | Comm.% P/L | 64.87 % |
Total Transactions: | 56 | Log. Linearity: | 59.954 % |
Total | Long | Short | NBTB | CBU | |
---|---|---|---|---|---|
Total Profit/Loss | 86.32 | -8.97 | 95.30 | 360.92 | -274.59 |
Total Profit | 329.92 | 191.69 | 138.23 | 916.39 | 509.41 |
Total Loss | 243.59 | 200.66 | 42.94 | 555.48 | 784.00 |
Profit Factor | 1.35 | 0.96 | 3.22 | 1.65 | 0.65 |
Trades | 14 | 9 | 5 | 14 | 14 |
Winning Trades | 9 | 5 | 4 | 9 | 4 |
Losing Trades | 5 | 4 | 1 | 5 | 10 |
% Profitable | 64.00 | 55.00 | 80.00 | 64.00 | 28.00 |
Profit/Loss Per Trade % | 0.30 | -0.05 | 0.95 | 1.00 | -1.12 |
Profit Per Trade % | 1.80 | 1.86 | 1.73 | 4.98 | 6.19 |
Loss Per Trade % | 2.31 | 2.35 | 2.15 | 5.34 | 3.82 |
Days In Trade | 198 | 127 | 71 | 198 | 198 |
Days In Trade (Avg. Per Trade) | 14.14 | 14.11 | 14.20 | 14.14 | 14.14 |
% Days In Trade | 54.40 | 34.89 | 19.51 | 54.40 | 54.40 |