Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
FSBW | FS Bancorp Inc | Financial Services | Banks - Regional | 360 | 0.0235 | 46.03 | 15923 |
HTH | Hilltop Holdings Inc | Financial Services | Banks - Regional | 2090 | 0.0211 | 32.17 | 304188 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 7 | Entry Mode: | Uptick | 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: | 20787.82 |
Total net P/L: | 10787.82 | Total ROI: | 107.88 % |
CAGR: | 13.37 % | Max. DD: | 19.52 % |
System Score: | 9.702 | Sharpe Ratio: | 1.699 |
Start Date: | 2019-01-02 | End Date: | 2024-10-31 |
Total days: | 2129 | ||
Commissions: | 779.50 | Comm.% P/L | 6.74 % |
Total Transactions: | 336 | Log. Linearity: | 89.869 % |
Total | Long | Short | FSBW | HTH | |
---|---|---|---|---|---|
Total Profit/Loss | 11567.32 | 3731.04 | 7836.28 | 4578.29 | 6989.03 |
Total Profit | 24969.95 | 9874.55 | 15095.40 | 21665.75 | 24741.61 |
Total Loss | 13402.63 | 6143.52 | 7259.12 | 17087.47 | 17752.58 |
Profit Factor | 1.86 | 1.61 | 2.08 | 1.27 | 1.39 |
Trades | 84 | 39 | 45 | 84 | 84 |
Winning Trades | 48 | 21 | 27 | 43 | 44 |
Losing Trades | 36 | 18 | 18 | 41 | 40 |
% Profitable | 57.00 | 53.00 | 60.00 | 51.00 | 52.00 |
Profit/Loss Per Trade % | 0.95 | 0.62 | 1.23 | 0.32 | 0.48 |
Profit Per Trade % | 4.01 | 3.77 | 4.21 | 3.85 | 4.22 |
Loss Per Trade % | 2.93 | 2.84 | 3.02 | 3.16 | 3.37 |
Days In Trade | 636 | 282 | 354 | 636 | 636 |
Days In Trade (Avg. Per Trade) | 7.57 | 7.23 | 7.87 | 7.57 | 7.57 |
% Days In Trade | 29.87 | 13.25 | 16.63 | 29.87 | 29.87 |