Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
INDB | Independent Bank | Financial Services | Banks - Regional | 2247 | 0.0431 | 52.35 | 260915 |
NBTB | NBT Bancorp Inc | Financial Services | Banks - Regional | 1693 | 0.0357 | 35.74 | 199050 |
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: | 9153.82 |
Total net P/L: | -846.18 | Total ROI: | -8.46 % |
CAGR: | -8.55 % | Max. DD: | 21.14 % |
System Score: | -4.211 | Sharpe Ratio: | -0.579 |
Start Date: | 2018-12-03 | End Date: | 2019-11-29 |
Total days: | 361 | ||
Commissions: | 71.08 | Comm.% P/L | 9.17 % |
Total Transactions: | 60 | Log. Linearity: | 78.966 % |
Total | Long | Short | INDB | NBTB | |
---|---|---|---|---|---|
Total Profit/Loss | -775.10 | -333.09 | -442.01 | -4254.50 | 3479.40 |
Total Profit | 1540.43 | 936.22 | 604.21 | 925.73 | 4239.04 |
Total Loss | 2315.53 | 1269.31 | 1046.22 | 5180.23 | 759.64 |
Profit Factor | 0.67 | 0.74 | 0.58 | 0.18 | 5.58 |
Trades | 15 | 8 | 7 | 15 | 15 |
Winning Trades | 8 | 5 | 3 | 3 | 11 |
Losing Trades | 7 | 3 | 4 | 12 | 4 |
% Profitable | 53.00 | 62.00 | 42.00 | 20.00 | 73.00 |
Profit/Loss Per Trade % | -0.54 | -0.44 | -0.65 | -2.89 | 2.25 |
Profit Per Trade % | 1.91 | 1.88 | 1.96 | 3.07 | 3.79 |
Loss Per Trade % | 3.22 | 4.10 | 2.56 | 4.22 | 1.83 |
Days In Trade | 186 | 89 | 97 | 186 | 186 |
Days In Trade (Avg. Per Trade) | 12.40 | 11.12 | 13.86 | 12.40 | 12.40 |
% Days In Trade | 51.52 | 24.65 | 26.87 | 51.52 | 51.52 |