| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CBU | Community Bank System Inc | Financial Services | Banks - Regional | 2922 | 0.033 | 55.48 | 243696 |
| NBTB | NBT Bancorp Inc | Financial Services | Banks - Regional | 2120 | 0.0343 | 40.47 | 231242 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | 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: | 9734.62 |
| Total net P/L: | -265.38 | Total ROI: | -2.65 % |
| CAGR: | -2.68 % | Max. DD: | 11.09 % |
| System Score: | -0.749 | Sharpe Ratio: | -0.214 |
| Start Date: | 2019-01-02 | End Date: | 2019-12-30 |
| Total days: | 362 | ||
| Commissions: | 50.97 | Comm.% P/L | 23.77 % |
| Total Transactions: | 44 | Log. Linearity: | 65.405 % |
| Total | Long |
Short |
CBU | NBTB | |
|---|---|---|---|---|---|
| Total Profit/Loss | -214.41 | -8.40 | -206.01 | -1885.94 | 1671.53 |
| Total Profit | 579.30 | 50.58 | 528.72 | 410.41 | 2153.72 |
| Total Loss | 793.71 | 58.98 | 734.73 | 2296.35 | 482.19 |
| Profit Factor | 0.73 | 0.86 | 0.72 | 0.18 | 4.47 |
| Trades | 11 | 3 | 8 | 11 | 11 |
| Winning Trades | 5 | 1 | 4 | 2 | 8 |
| Losing Trades | 6 | 2 | 4 | 9 | 3 |
| % Profitable | 45.00 | 33.00 | 50.00 | 18.00 | 72.00 |
| Profit/Loss Per Trade % | -0.20 | -0.02 | -0.26 | -1.79 | 1.54 |
| Profit Per Trade % | 1.18 | 0.52 | 1.34 | 2.01 | 2.74 |
| Loss Per Trade % | 1.31 | 0.29 | 1.82 | 2.58 | 1.58 |
| Days In Trade | 172 | 58 | 114 | 172 | 172 |
| Days In Trade (Avg. Per Trade) | 15.64 | 19.33 | 14.25 | 15.64 | 15.64 |
| % Days In Trade | 47.51 | 16.02 | 31.49 | 47.51 | 47.51 |