| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| ORRF | Orrstown Financial Services Inc | Financial Services | Banks - Regional | 658 | 0.0303 | 33.75 | 144984 |
| SMBK | SmartFinancial, Inc. | Financial Services | Banks - Regional | 605 | 0.0091 | 35.53 | 54777 |
| 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 |