Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BCML | BayCom Corp | Financial Services | Banks - Regional | 228 | 0.0202 | 19.91 | 25435 |
WNEB | Western New England Bancorp Inc | Financial Services | Banks - Regional | 141 | 0.0434 | 6.49 | 44267 |
Entry Threshold: | 3.00 | 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: | 1000.00 | Final Equity: | 1639.09 |
Total net P/L: | 639.09 | Total ROI: | 63.91 % |
CAGR: | 110.71 % | Max. DD: | 15.48 % |
System Score: | 59.620 | Sharpe Ratio: | 1.216 |
Start Date: | 2020-01-02 | End Date: | 2020-08-31 |
Total days: | 242 | ||
Commissions: | 21.47 | Comm.% P/L | 3.25 % |
Total Transactions: | 20 | Log. Linearity: | 81.359 % |
Total | Long | Short | BCML | WNEB | |
---|---|---|---|---|---|
Total Profit/Loss | 660.56 | 344.01 | 316.55 | -38.37 | 698.93 |
Total Profit | 660.56 | 344.01 | 316.55 | 416.19 | 731.93 |
Total Loss | 0.00 | 0.00 | 0.00 | 454.56 | 33.00 |
Profit Factor | 0.00 | 0.00 | 0.00 | 0.92 | 22.18 |
Trades | 5 | 4 | 1 | 5 | 5 |
Winning Trades | 5 | 4 | 1 | 3 | 4 |
Losing Trades | 0 | 0 | 0 | 2 | 1 |
% Profitable | 100.00 | 100.00 | 100.00 | 60.00 | 80.00 |
Profit/Loss Per Trade % | 10.75 | 6.26 | 30.71 | -2.25 | 11.72 |
Profit Per Trade % | 10.75 | 6.26 | 30.71 | 11.12 | 15.50 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 19.35 | 2.19 |
Days In Trade | 71 | 65 | 6 | 71 | 71 |
Days In Trade (Avg. Per Trade) | 14.20 | 16.25 | 6.00 | 14.20 | 14.20 |
% Days In Trade | 29.34 | 26.86 | 2.48 | 29.34 | 29.34 |