Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
FNB | F.N.B. Corp | Financial Services | Banks - Regional | 5516 | 0.0329 | 15.33 | 2645736 |
OFIX | Orthofix Medical Inc | Healthcare | Medical Devices | 433 | 11.06 | 288155 |
Entry Threshold: | 2.00 | 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: | 15518.86 |
Total net P/L: | 5518.86 | Total ROI: | 55.19 % |
CAGR: | 55.95 % | Max. DD: | 15.16 % |
System Score: | 18.832 | Sharpe Ratio: | 1.671 |
Start Date: | 2023-01-02 | End Date: | 2023-12-29 |
Total days: | 361 | ||
Commissions: | 241.39 | Comm.% P/L | 4.19 % |
Total Transactions: | 52 | Log. Linearity: | 69.562 % |
Total | ![]() |
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FNB | OFIX | |
---|---|---|---|---|---|
Total Profit/Loss | 5760.25 | 2036.98 | 3723.27 | 57.62 | 5702.63 |
Total Profit | 6787.17 | 2945.20 | 3841.97 | 2920.18 | 7843.33 |
Total Loss | 1026.92 | 908.22 | 118.70 | 2862.56 | 2140.70 |
Profit Factor | 6.61 | 3.24 | 32.37 | 1.02 | 3.66 |
Trades | 13 | 5 | 8 | 13 | 13 |
Winning Trades | 10 | 4 | 6 | 6 | 10 |
Losing Trades | 3 | 1 | 2 | 7 | 3 |
% Profitable | 76.00 | 80.00 | 75.00 | 46.00 | 76.00 |
Profit/Loss Per Trade % | 3.59 | 3.41 | 3.70 | 0.13 | 3.24 |
Profit Per Trade % | 5.66 | 6.48 | 5.13 | 4.16 | 6.27 |
Loss Per Trade % | 2.90 | 7.99 | 0.45 | 3.15 | 6.16 |
Days In Trade | 122 | 42 | 80 | 122 | 122 |
Days In Trade (Avg. Per Trade) | 9.38 | 8.40 | 10.00 | 9.38 | 9.38 |
% Days In Trade | 33.80 | 11.63 | 22.16 | 33.80 | 33.80 |