Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
IBOC | International Bancshares Corporation | Financial Services | Banks - Regional | 3435 | 0.0233 | 55.25 | 223680 |
CBU | Community Bank System Inc | Financial Services | Banks - Regional | 2345 | 0.0405 | 44.45 | 353039 |
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: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 2000.00 | Final Equity: | 2239.99 |
Total net P/L: | 239.99 | Total ROI: | 12.00 % |
CAGR: | 12.03 % | Max. DD: | 9.32 % |
System Score: | 2.412 | Sharpe Ratio: | 0.916 |
Start Date: | 2019-09-16 | End Date: | 2020-09-14 |
Total days: | 364 | ||
Commissions: | 56.00 | Comm.% P/L | 18.92 % |
Total Transactions: | 56 | Log. Linearity: | 58.523 % |
Total | Long | Short | IBOC | CBU | |
---|---|---|---|---|---|
Total Profit/Loss | 295.99 | 386.23 | -90.24 | 100.35 | 195.64 |
Total Profit | 626.86 | 547.06 | 79.80 | 824.61 | 579.84 |
Total Loss | 330.87 | 160.83 | 170.04 | 724.26 | 384.20 |
Profit Factor | 1.89 | 3.40 | 0.47 | 1.14 | 1.51 |
Trades | 14 | 8 | 6 | 14 | 14 |
Winning Trades | 7 | 4 | 3 | 8 | 9 |
Losing Trades | 7 | 4 | 3 | 6 | 5 |
% Profitable | 50.00 | 50.00 | 50.00 | 57.00 | 64.00 |
Profit/Loss Per Trade % | 1.00 | 2.24 | -0.63 | 0.14 | 0.63 |
Profit Per Trade % | 4.25 | 6.60 | 1.20 | 4.88 | 2.98 |
Loss Per Trade % | 2.12 | 1.91 | 2.40 | 5.55 | 3.44 |
Days In Trade | 202 | 114 | 88 | 202 | 202 |
Days In Trade (Avg. Per Trade) | 14.43 | 14.25 | 14.67 | 14.43 | 14.43 |
% Days In Trade | 55.49 | 31.32 | 24.18 | 55.49 | 55.49 |