Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CBU | Community Bank System Inc | Financial Services | Banks - Regional | 2241 | 0.0424 | 42.48 | 353127 |
NTB | Bank of N.T. Butterfield & Son Ltd | Financial Services | Banks - Diversified | 1430 | 0.0584 | 30.46 | 206596 |
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: | 4579.96 |
Total net P/L: | -5420.04 | Total ROI: | -54.20 % |
CAGR: | -51.31 % | Max. DD: | 55.12 % |
System Score: | -23.762 | Sharpe Ratio: | -2.282 |
Start Date: | 2019-07-01 | End Date: | 2020-07-31 |
Total days: | 396 | ||
Commissions: | 66.87 | Comm.% P/L | 1.25 % |
Total Transactions: | 56 | Log. Linearity: | 77.367 % |
Total | Long | Short | CBU | NTB | |
---|---|---|---|---|---|
Total Profit/Loss | -5353.17 | -1802.31 | -3550.86 | 2320.39 | -7673.56 |
Total Profit | 1064.25 | 282.01 | 782.24 | 4310.22 | 1210.53 |
Total Loss | 6417.42 | 2084.32 | 4333.10 | 1989.83 | 8884.09 |
Profit Factor | 0.17 | 0.14 | 0.18 | 2.17 | 0.14 |
Trades | 14 | 7 | 7 | 14 | 14 |
Winning Trades | 4 | 2 | 2 | 8 | 5 |
Losing Trades | 10 | 5 | 5 | 6 | 9 |
% Profitable | 28.00 | 28.00 | 28.00 | 57.00 | 35.00 |
Profit/Loss Per Trade % | -5.36 | -4.49 | -6.22 | 1.07 | -7.27 |
Profit Per Trade % | 3.52 | 2.65 | 4.39 | 6.27 | 3.33 |
Loss Per Trade % | 8.06 | 6.45 | 9.69 | 5.37 | 11.11 |
Days In Trade | 236 | 108 | 128 | 236 | 236 |
Days In Trade (Avg. Per Trade) | 16.86 | 15.43 | 18.29 | 16.86 | 16.86 |
% Days In Trade | 59.60 | 27.27 | 32.32 | 59.60 | 59.60 |