Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
HOPE | Hope Bancorp Inc | Financial Services | Banks - Regional | 1629 | 0.0415 | 13.49 | 708032 |
BKU | BankUnited Inc | Financial Services | Banks - Regional | 3083 | 0.0281 | 41.24 | 773590 |
Entry Threshold: | 1.70 | Exit Threshold: | 0.00 | ||
Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 26 | MA Type: | EMA | StdDev Period: | 26 |
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: | 9781.02 |
Total net P/L: | -218.98 | Total ROI: | -2.19 % |
CAGR: | -2.20 % | Max. DD: | 23.55 % |
System Score: | -0.008 | Sharpe Ratio: | 0.011 |
Start Date: | 2022-11-21 | End Date: | 2023-11-20 |
Total days: | 364 | ||
Commissions: | 183.46 | Comm.% P/L | 516.50 % |
Total Transactions: | 52 | Log. Linearity: | 15.471 % |
Total | Long | Short | HOPE | BKU | |
---|---|---|---|---|---|
Total Profit/Loss | -35.52 | -700.88 | 665.36 | 3124.40 | -3159.92 |
Total Profit | 2948.46 | 690.72 | 2257.74 | 6202.46 | 4568.13 |
Total Loss | 2983.98 | 1391.60 | 1592.38 | 3078.06 | 7728.05 |
Profit Factor | 0.99 | 0.50 | 1.42 | 2.02 | 0.59 |
Trades | 13 | 6 | 7 | 13 | 13 |
Winning Trades | 7 | 2 | 5 | 8 | 7 |
Losing Trades | 6 | 4 | 2 | 5 | 6 |
% Profitable | 53.00 | 33.00 | 71.00 | 61.00 | 53.00 |
Profit/Loss Per Trade % | -0.03 | -1.09 | 0.88 | 1.78 | -2.90 |
Profit Per Trade % | 4.10 | 3.31 | 4.42 | 7.00 | 6.20 |
Loss Per Trade % | 4.59 | 3.21 | 7.40 | 5.85 | 11.46 |
Days In Trade | 167 | 88 | 79 | 167 | 167 |
Days In Trade (Avg. Per Trade) | 12.85 | 14.67 | 11.29 | 12.85 | 12.85 |
% Days In Trade | 45.88 | 24.18 | 21.70 | 45.88 | 45.88 |