Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
IBOC | International Bancshares Corporation | Financial Services | Banks - Regional | 3498 | 0.0229 | 56.26 | 223769 |
FFBC | First Financial Bancorp | Financial Services | Banks - Regional | 2158 | 0.0407 | 22.55 | 324007 |
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: | 5000.00 | Final Equity: | 6413.49 |
Total net P/L: | 1413.49 | Total ROI: | 28.27 % |
CAGR: | 4.71 % | Max. DD: | 18.38 % |
System Score: | 1.144 | Sharpe Ratio: | 0.921 |
Start Date: | 2015-01-02 | End Date: | 2020-05-29 |
Total days: | 1974 | ||
Commissions: | 179.51 | Comm.% P/L | 11.27 % |
Total Transactions: | 164 | Log. Linearity: | 62.396 % |
Total | Long | Short | IBOC | FFBC | |
---|---|---|---|---|---|
Total Profit/Loss | 1593.00 | 1593.00 | 0.00 | 1077.08 | 515.92 |
Total Profit | 3403.87 | 3403.87 | 0.00 | 4948.90 | 4160.34 |
Total Loss | 1810.87 | 1810.87 | 0.00 | 3871.82 | 3644.42 |
Profit Factor | 1.88 | 1.88 | 0.00 | 1.28 | 1.14 |
Trades | 41 | 41 | 0 | 41 | 41 |
Winning Trades | 25 | 25 | 0 | 19 | 21 |
Losing Trades | 16 | 16 | 0 | 22 | 20 |
% Profitable | 60.00 | 60.00 | 0.00 | 46.00 | 51.00 |
Profit/Loss Per Trade % | 0.69 | 0.69 | 0.00 | 0.39 | 0.11 |
Profit Per Trade % | 2.53 | 2.53 | 0.00 | 4.93 | 3.72 |
Loss Per Trade % | 2.07 | 2.07 | 0.00 | 3.30 | 3.48 |
Days In Trade | 568 | 568 | 0 | 568 | 568 |
Days In Trade (Avg. Per Trade) | 13.85 | 13.85 | 0.00 | 13.85 | 13.85 |
% Days In Trade | 28.77 | 28.77 | 0.00 | 28.77 | 28.77 |