Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PFS | Provident Financial Services Inc | Financial Services | Banks - Regional | 1087 | 0.0668 | 14.57 | 533426 |
NBTB | NBT Bancorp Inc | Financial Services | Banks - Regional | 1732 | 0.0349 | 36.68 | 199582 |
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: | 9700.43 |
Total net P/L: | -299.57 | Total ROI: | -3.00 % |
CAGR: | -5.45 % | Max. DD: | 13.11 % |
System Score: | -0.004 | Sharpe Ratio: | -0.156 |
Start Date: | 2020-04-01 | End Date: | 2020-10-16 |
Total days: | 198 | ||
Commissions: | 66.45 | Comm.% P/L | 28.50 % |
Total Transactions: | 24 | Log. Linearity: | 9.331 % |
Total | Long | Short | PFS | NBTB | |
---|---|---|---|---|---|
Total Profit/Loss | -233.12 | -799.63 | 566.51 | 1587.00 | -1820.12 |
Total Profit | 1068.11 | 0.00 | 1068.11 | 2385.15 | 282.40 |
Total Loss | 1301.23 | 799.63 | 501.60 | 798.15 | 2102.52 |
Profit Factor | 0.82 | 0.00 | 2.13 | 2.99 | 0.13 |
Trades | 6 | 1 | 5 | 6 | 6 |
Winning Trades | 4 | 0 | 4 | 4 | 1 |
Losing Trades | 2 | 1 | 1 | 2 | 5 |
% Profitable | 66.00 | 0.00 | 80.00 | 66.00 | 16.00 |
Profit/Loss Per Trade % | -0.40 | -7.30 | 1.04 | 2.41 | -2.88 |
Profit Per Trade % | 2.59 | 0.00 | 2.59 | 5.65 | 2.93 |
Loss Per Trade % | 6.11 | 7.30 | 4.94 | 3.76 | 3.98 |
Days In Trade | 98 | 21 | 77 | 98 | 98 |
Days In Trade (Avg. Per Trade) | 16.33 | 21.00 | 15.40 | 16.33 | 16.33 |
% Days In Trade | 49.49 | 10.61 | 38.89 | 49.49 | 49.49 |