Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
FFBC | First Financial Bancorp | Financial Services | Banks - Regional | 2153 | 0.0408 | 22.36 | 324340 |
IBOC | International Bancshares Corporation | Financial Services | Banks - Regional | 3498 | 0.0229 | 55.97 | 223863 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | 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: | 10000.00 | Final Equity: | 7745.20 |
Total net P/L: | -2254.80 | Total ROI: | -22.55 % |
CAGR: | -4.61 % | Max. DD: | 28.83 % |
System Score: | -0.109 | Sharpe Ratio: | -0.379 |
Start Date: | 2015-01-02 | End Date: | 2020-05-29 |
Total days: | 1974 | ||
Commissions: | 478.43 | Comm.% P/L | 26.93 % |
Total Transactions: | 300 | Log. Linearity: | 28.682 % |
Total | Long | Short | FFBC | IBOC | |
---|---|---|---|---|---|
Total Profit/Loss | -1776.37 | -4105.23 | 2328.86 | -1883.30 | 106.93 |
Total Profit | 8768.50 | 3543.78 | 5224.72 | 11602.78 | 14613.00 |
Total Loss | 10544.88 | 7649.02 | 2895.86 | 13486.08 | 14506.07 |
Profit Factor | 0.83 | 0.46 | 1.80 | 0.86 | 1.01 |
Trades | 75 | 34 | 41 | 75 | 75 |
Winning Trades | 44 | 19 | 25 | 40 | 32 |
Losing Trades | 31 | 15 | 16 | 35 | 43 |
% Profitable | 58.00 | 55.00 | 60.00 | 53.00 | 42.00 |
Profit/Loss Per Trade % | -0.27 | -1.36 | 0.65 | -0.47 | -0.16 |
Profit Per Trade % | 2.36 | 2.22 | 2.46 | 3.39 | 5.21 |
Loss Per Trade % | 3.75 | 5.57 | 2.07 | 4.37 | 3.83 |
Days In Trade | 1042 | 478 | 564 | 1042 | 1042 |
Days In Trade (Avg. Per Trade) | 13.89 | 14.06 | 13.76 | 13.89 | 13.89 |
% Days In Trade | 52.79 | 24.21 | 28.57 | 52.79 | 52.79 |