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Model: Ratio
HQ Backtest ORRF vs SMBK
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: 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: 10014532.98
Total net P/L: 10004532.98 Total ROI: 100045.33 %
CAGR: 226.91 % Max. DD: 42.38 %
System Score: 179.300 Sharpe Ratio: 4.524
Start Date: 2019-01-02 End Date: 2024-10-31
Total days: 2129
Commissions: 520401.43 Comm.% P/L 4.94 %
Total Transactions: 320 Log. Linearity: 92.450 %
Total enabled Long enabled Short ORRF SMBK
Total Profit/Loss 10524934.41 3305910.37 7219024.04 7810024.31 2714910.10
Total Profit 18622310.32 7908420.81 10713889.51 18776496.45 16435031.11
Total Loss 8097375.91 4602510.44 3494865.47 10966472.14 13720121.01
Profit Factor 2.30 1.72 3.07 1.71 1.20
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 % 9.34 6.99 11.52 6.20 0.77
Profit Per Trade % 16.00 17.09 15.20 18.35 13.41
Loss Per Trade % 13.03 13.78 11.40 10.59 12.58
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
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Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.