Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
FNB | F.N.B. Corp | Financial Services | Banks - Regional | 5214 | 0.0331 | 14.5 | 2222595 |
OFIX | Orthofix Medical Inc | Healthcare | Medical Devices | 647 | 16.96 | 300969 |
Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
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: | 15875.69 |
Total net P/L: | 5875.69 | Total ROI: | 58.76 % |
CAGR: | 59.57 % | Max. DD: | 13.46 % |
System Score: | 43.153 | Sharpe Ratio: | 1.909 |
Start Date: | 2023-01-02 | End Date: | 2023-12-29 |
Total days: | 361 | ||
Commissions: | 212.46 | Comm.% P/L | 3.49 % |
Total Transactions: | 44 | Log. Linearity: | 89.810 % |
Total | Long | Short | FNB | OFIX | |
---|---|---|---|---|---|
Total Profit/Loss | 6088.15 | 2430.06 | 3658.09 | -1308.42 | 7396.57 |
Total Profit | 6223.18 | 2438.96 | 3784.22 | 2598.26 | 8681.05 |
Total Loss | 135.03 | 8.90 | 126.13 | 3906.68 | 1284.48 |
Profit Factor | 46.09 | 274.04 | 30.00 | 0.67 | 6.76 |
Trades | 11 | 4 | 7 | 11 | 11 |
Winning Trades | 8 | 3 | 5 | 4 | 9 |
Losing Trades | 3 | 1 | 2 | 7 | 2 |
% Profitable | 72.00 | 75.00 | 71.00 | 36.00 | 81.00 |
Profit/Loss Per Trade % | 4.45 | 5.44 | 3.88 | -0.87 | 5.03 |
Profit Per Trade % | 6.30 | 7.35 | 5.67 | 5.57 | 7.57 |
Loss Per Trade % | 0.33 | 0.08 | 0.45 | 4.30 | 5.61 |
Days In Trade | 104 | 34 | 70 | 104 | 104 |
Days In Trade (Avg. Per Trade) | 9.45 | 8.50 | 10.00 | 9.45 | 9.45 |
% Days In Trade | 28.81 | 9.42 | 19.39 | 28.81 | 28.81 |