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: | -1.00 | ||
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: | 15707.00 |
Total net P/L: | 5707.00 | Total ROI: | 57.07 % |
CAGR: | 57.26 % | Max. DD: | 8.96 % |
System Score: | 39.805 | Sharpe Ratio: | 2.090 |
Start Date: | 2023-09-05 | End Date: | 2024-09-03 |
Total days: | 364 | ||
Commissions: | 103.02 | Comm.% P/L | 1.77 % |
Total Transactions: | 32 | Log. Linearity: | 88.583 % |
Total | Long | Short | FULT | FBK | |
---|---|---|---|---|---|
Total Profit/Loss | 5810.02 | 2107.88 | 3702.14 | 6502.57 | -692.55 |
Total Profit | 7045.84 | 3343.70 | 3702.14 | 7630.07 | 3800.21 |
Total Loss | 1235.82 | 1235.82 | 0.00 | 1127.50 | 4492.76 |
Profit Factor | 5.70 | 2.71 | 0.00 | 6.77 | 0.85 |
Trades | 8 | 4 | 4 | 8 | 8 |
Winning Trades | 7 | 3 | 4 | 7 | 5 |
Losing Trades | 1 | 1 | 0 | 1 | 3 |
% Profitable | 87.00 | 75.00 | 100.00 | 87.00 | 62.00 |
Profit/Loss Per Trade % | 5.91 | 4.38 | 7.46 | 5.42 | -0.17 |
Profit Per Trade % | 7.94 | 8.59 | 7.46 | 7.76 | 6.06 |
Loss Per Trade % | 7.29 | 7.29 | 0.00 | 9.62 | 8.97 |
Days In Trade | 363 | 152 | 211 | 363 | 363 |
Days In Trade (Avg. Per Trade) | 45.38 | 38.00 | 52.75 | 45.38 | 45.38 |
% Days In Trade | 99.73 | 41.76 | 57.97 | 99.73 | 99.73 |