Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
HBAN | Huntington Bancshares Incorporated | Financial Services | Banks - Regional | 19753 | 0.0455 | 13.76 | 15638613 |
KEY | KeyCorp | Financial Services | Banks - Regional | 14076 | 0.0549 | 14.93 | 15890080 |
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: | 10000.00 | Final Equity: | 10825.20 |
Total net P/L: | 825.20 | Total ROI: | 8.25 % |
CAGR: | 8.30 % | Max. DD: | 3.86 % |
System Score: | 3.200 | Sharpe Ratio: | 1.105 |
Start Date: | 2019-01-02 | End Date: | 2019-12-31 |
Total days: | 363 | ||
Commissions: | 164.51 | Comm.% P/L | 16.62 % |
Total Transactions: | 48 | Log. Linearity: | 72.785 % |
Total | Long | Short | HBAN | KEY | |
---|---|---|---|---|---|
Total Profit/Loss | 989.71 | 296.51 | 693.20 | -2195.29 | 3185.00 |
Total Profit | 1524.65 | 831.45 | 693.20 | 1423.15 | 4400.18 |
Total Loss | 534.94 | 534.94 | 0.00 | 3618.44 | 1215.18 |
Profit Factor | 2.85 | 1.55 | 0.00 | 0.39 | 3.62 |
Trades | 12 | 7 | 5 | 12 | 12 |
Winning Trades | 9 | 4 | 5 | 6 | 8 |
Losing Trades | 3 | 3 | 0 | 6 | 4 |
% Profitable | 75.00 | 57.00 | 100.00 | 50.00 | 66.00 |
Profit/Loss Per Trade % | 0.79 | 0.41 | 1.33 | -1.84 | 2.36 |
Profit Per Trade % | 1.62 | 1.97 | 1.33 | 2.23 | 5.08 |
Loss Per Trade % | 1.64 | 1.64 | 0.00 | 5.59 | 2.82 |
Days In Trade | 146 | 93 | 53 | 146 | 146 |
Days In Trade (Avg. Per Trade) | 12.17 | 13.29 | 10.60 | 12.17 | 12.17 |
% Days In Trade | 40.22 | 25.62 | 14.60 | 40.22 | 40.22 |