Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CBU | Community Bank System Inc | Financial Services | Banks - Regional | 3093 | 0.0324 | 58.53 | 231648 |
NBTB | NBT Bancorp Inc | Financial Services | Banks - Regional | 2243 | 0.0327 | 42.82 | 246483 |
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 | ![]() |
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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 |