Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
INDB | Independent Bank | Financial Services | Banks - Regional | 2153 | 0.045 | 52.69 | 258952 |
NBTB | NBT Bancorp Inc | Financial Services | Banks - Regional | 1677 | 0.036 | 36.74 | 198173 |
Entry Threshold: | 3.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 3 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 20 | MA Type: | EMA | 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: | 9819.95 |
Total net P/L: | -180.05 | Total ROI: | -1.80 % |
CAGR: | -1.82 % | Max. DD: | 6.02 % |
System Score: | -0.268 | Sharpe Ratio: | -0.184 |
Start Date: | 2018-12-03 | End Date: | 2019-11-29 |
Total days: | 361 | ||
Commissions: | 33.65 | Comm.% P/L | 22.98 % |
Total Transactions: | 28 | Log. Linearity: | 52.796 % |
Total | Long | Short | INDB | NBTB | |
---|---|---|---|---|---|
Total Profit/Loss | -146.40 | -119.15 | -27.25 | -1738.01 | 1591.61 |
Total Profit | 589.18 | 125.64 | 463.54 | 60.16 | 1651.01 |
Total Loss | 735.58 | 244.79 | 490.79 | 1798.17 | 59.40 |
Profit Factor | 0.80 | 0.51 | 0.94 | 0.03 | 27.79 |
Trades | 7 | 3 | 4 | 7 | 7 |
Winning Trades | 4 | 2 | 2 | 1 | 6 |
Losing Trades | 3 | 1 | 2 | 6 | 1 |
% Profitable | 57.00 | 66.00 | 50.00 | 14.00 | 85.00 |
Profit/Loss Per Trade % | -0.21 | -0.39 | -0.08 | -2.46 | 2.23 |
Profit Per Trade % | 1.46 | 0.63 | 2.29 | 0.58 | 2.70 |
Loss Per Trade % | 2.39 | 2.38 | 2.39 | 2.94 | 0.58 |
Days In Trade | 30 | 16 | 14 | 30 | 30 |
Days In Trade (Avg. Per Trade) | 4.29 | 5.33 | 3.50 | 4.29 | 4.29 |
% Days In Trade | 8.31 | 4.43 | 3.88 | 8.31 | 8.31 |