Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ORRF | Orrstown Financial Services Inc | Financial Services | Banks - Regional | 761 | 0.0234 | 39.24 | 91330 |
SMBK | SmartFinancial, Inc. | Financial Services | Banks - Regional | 595 | 0.0091 | 34.82 | 50780 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 33067.68 |
Total net P/L: | 23067.69 | Total ROI: | 230.68 % |
CAGR: | 22.76 % | Max. DD: | 7.12 % |
System Score: | 18.109 | Sharpe Ratio: | 4.366 |
Start Date: | 2019-01-02 | End Date: | 2024-10-31 |
Total days: | 2129 | ||
Commissions: | 777.59 | Comm.% P/L | 3.26 % |
Total Transactions: | 320 | Log. Linearity: | 92.666 % |
Total | Long | Short | ORRF | SMBK | |
---|---|---|---|---|---|
Total Profit/Loss | 23845.28 | 8620.13 | 15225.15 | 18193.79 | 5651.48 |
Total Profit | 31572.72 | 13831.92 | 17740.81 | 29694.43 | 20853.87 |
Total Loss | 7727.45 | 5211.79 | 2515.66 | 11500.64 | 15202.39 |
Profit Factor | 4.09 | 2.65 | 7.05 | 2.58 | 1.37 |
Trades | 80 | 38 | 42 | 80 | 80 |
Winning Trades | 64 | 27 | 37 | 51 | 45 |
Losing Trades | 16 | 11 | 5 | 29 | 34 |
% Profitable | 80.00 | 71.00 | 88.00 | 63.00 | 56.00 |
Profit/Loss Per Trade % | 1.55 | 1.25 | 1.83 | 1.19 | 0.31 |
Profit Per Trade % | 2.46 | 2.65 | 2.33 | 2.86 | 2.08 |
Loss Per Trade % | 1.98 | 2.09 | 1.76 | 1.65 | 1.94 |
Days In Trade | 933 | 454 | 479 | 933 | 933 |
Days In Trade (Avg. Per Trade) | 11.66 | 11.95 | 11.40 | 11.66 | 11.66 |
% Days In Trade | 43.82 | 21.32 | 22.50 | 43.82 | 43.82 |