| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| FNB | F.N.B. Corp | Financial Services | Banks - Regional | 5584 | 0.0313 | 15.58 | 5476466 |
| OFIX | Orthofix Medical Inc | Healthcare | Medical Devices | 631 | 15.97 | 332791 |
| 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 | Long |
Short |
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 |