Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
FULT | Fulton Financial Corporation | Financial Services | Banks - Regional | 3225 | 0.0384 | 17.73 | 1424142 |
FBK | FB Financial Corp | Financial Services | Banks - Regional | 2117 | 0.0145 | 45.38 | 146620 |
Entry Threshold: | 1.00 | Exit Threshold: | 0.90 | ||
Max Duration: | 100 | Entry Mode: | Simple | Reversals: | |
MA Period: | 50 | MA Type: | SMA | StdDev Period: | 50 |
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: | 14675.53 |
Total net P/L: | 4675.53 | Total ROI: | 46.76 % |
CAGR: | 46.91 % | Max. DD: | 6.86 % |
System Score: | 36.630 | Sharpe Ratio: | 2.282 |
Start Date: | 2023-09-05 | End Date: | 2024-09-03 |
Total days: | 364 | ||
Commissions: | 258.85 | Comm.% P/L | 5.25 % |
Total Transactions: | 92 | Log. Linearity: | 92.085 % |
Total | Long | Short | FULT | FBK | |
---|---|---|---|---|---|
Total Profit/Loss | 4934.38 | 2509.70 | 2424.68 | 2912.41 | 2021.97 |
Total Profit | 5689.94 | 3201.49 | 2488.45 | 7291.17 | 6883.74 |
Total Loss | 755.56 | 691.79 | 63.77 | 4378.76 | 4861.77 |
Profit Factor | 7.53 | 4.63 | 39.02 | 1.67 | 1.42 |
Trades | 23 | 13 | 10 | 23 | 23 |
Winning Trades | 21 | 12 | 9 | 10 | 13 |
Losing Trades | 2 | 1 | 1 | 13 | 10 |
% Profitable | 91.00 | 92.00 | 90.00 | 43.00 | 56.00 |
Profit/Loss Per Trade % | 1.77 | 1.62 | 1.98 | 0.64 | 0.88 |
Profit Per Trade % | 2.19 | 2.14 | 2.25 | 5.26 | 4.45 |
Loss Per Trade % | 2.44 | 4.50 | 0.41 | 2.74 | 3.37 |
Days In Trade | 195 | 109 | 86 | 195 | 195 |
Days In Trade (Avg. Per Trade) | 8.48 | 8.38 | 8.60 | 8.48 | 8.48 |
% Days In Trade | 53.57 | 29.95 | 23.63 | 53.57 | 53.57 |