Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
INDB | Independent Bank | Financial Services | Banks - Regional | 2058 | 0.0471 | 48.53 | 257301 |
NBTB | NBT Bancorp Inc | Financial Services | Banks - Regional | 1560 | 0.0387 | 33.02 | 198603 |
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: | 9209.36 |
Total net P/L: | -790.64 | Total ROI: | -7.91 % |
CAGR: | -1.47 % | Max. DD: | 34.36 % |
System Score: | -0.494 | Sharpe Ratio: | -0.143 |
Start Date: | 2015-01-02 | End Date: | 2020-07-31 |
Total days: | 2037 | ||
Commissions: | 438.77 | Comm.% P/L | 124.70 % |
Total Transactions: | 344 | Log. Linearity: | 69.619 % |
Total | Long | Short | INDB | NBTB | |
---|---|---|---|---|---|
Total Profit/Loss | -351.87 | -696.98 | 345.11 | -2036.65 | 1684.79 |
Total Profit | 8313.90 | 3383.28 | 4930.61 | 12154.11 | 12472.26 |
Total Loss | 8665.76 | 4080.26 | 4585.50 | 14190.77 | 10787.47 |
Profit Factor | 0.96 | 0.83 | 1.08 | 0.86 | 1.16 |
Trades | 86 | 37 | 49 | 86 | 86 |
Winning Trades | 52 | 22 | 30 | 45 | 46 |
Losing Trades | 34 | 15 | 19 | 41 | 40 |
% Profitable | 60.00 | 59.00 | 61.00 | 52.00 | 53.00 |
Profit/Loss Per Trade % | -0.04 | -0.19 | 0.07 | -0.31 | 0.14 |
Profit Per Trade % | 1.66 | 1.64 | 1.67 | 2.82 | 2.84 |
Loss Per Trade % | 2.55 | 2.76 | 2.39 | 3.57 | 2.81 |
Days In Trade | 1079 | 469 | 610 | 1079 | 1079 |
Days In Trade (Avg. Per Trade) | 12.55 | 12.68 | 12.45 | 12.55 | 12.55 |
% Days In Trade | 52.97 | 23.02 | 29.95 | 52.97 | 52.97 |