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: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 15.0 | Margin Req. 2: | 15.0 | High Leverage | |
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 916043.13 |
Total net P/L: | 906043.13 | Total ROI: | 9060.43 % |
CAGR: | 116.95 % | Max. DD: | 51.84 % |
System Score: | 104.989 | Sharpe Ratio: | 3.041 |
Start Date: | 2019-01-02 | End Date: | 2024-10-31 |
Total days: | 2129 | ||
Commissions: | 32942.75 | Comm.% P/L | 3.51 % |
Total Transactions: | 296 | Log. Linearity: | 96.468 % |
Total | Long | Short | FSBW | HTH | |
---|---|---|---|---|---|
Total Profit/Loss | 938985.88 | 477094.64 | 461891.24 | 1000131.12 | -61145.24 |
Total Profit | 1545855.52 | 548261.91 | 997593.61 | 1494701.66 | 997389.61 |
Total Loss | 606869.64 | 71167.27 | 535702.37 | 494570.53 | 1058534.85 |
Profit Factor | 2.55 | 7.70 | 1.86 | 3.02 | 0.94 |
Trades | 74 | 34 | 40 | 74 | 74 |
Winning Trades | 56 | 26 | 30 | 47 | 40 |
Losing Trades | 18 | 8 | 10 | 27 | 34 |
% Profitable | 75.00 | 76.00 | 75.00 | 63.00 | 54.00 |
Profit/Loss Per Trade % | 6.54 | 5.70 | 7.27 | 0.20 | 2.71 |
Profit Per Trade % | 14.43 | 12.18 | 16.41 | 13.05 | 17.66 |
Loss Per Trade % | 13.66 | 11.89 | 15.10 | 13.69 | 11.63 |
Days In Trade | 1005 | 430 | 575 | 1005 | 1005 |
Days In Trade (Avg. Per Trade) | 13.58 | 12.65 | 14.38 | 13.58 | 13.58 |
% Days In Trade | 47.21 | 20.20 | 27.01 | 47.21 | 47.21 |