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: | 2.60 | 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: | 13803.37 |
Total net P/L: | 3803.37 | Total ROI: | 38.03 % |
CAGR: | 38.53 % | Max. DD: | 13.46 % |
System Score: | 23.491 | Sharpe Ratio: | 1.505 |
Start Date: | 2023-01-02 | End Date: | 2023-12-29 |
Total days: | 361 | ||
Commissions: | 145.88 | Comm.% P/L | 3.69 % |
Total Transactions: | 32 | Log. Linearity: | 84.796 % |
Total | Long | Short | FNB | OFIX | |
---|---|---|---|---|---|
Total Profit/Loss | 3949.25 | 2294.24 | 1655.01 | 169.56 | 3779.69 |
Total Profit | 4083.30 | 2303.12 | 1780.18 | 2687.41 | 5027.32 |
Total Loss | 134.05 | 8.88 | 125.17 | 2517.85 | 1247.63 |
Profit Factor | 30.46 | 259.36 | 14.22 | 1.07 | 4.03 |
Trades | 8 | 3 | 5 | 8 | 8 |
Winning Trades | 5 | 2 | 3 | 4 | 6 |
Losing Trades | 3 | 1 | 2 | 4 | 2 |
% Profitable | 62.00 | 66.00 | 60.00 | 50.00 | 75.00 |
Profit/Loss Per Trade % | 4.26 | 6.89 | 2.71 | 0.14 | 3.84 |
Profit Per Trade % | 7.11 | 10.56 | 4.88 | 5.62 | 7.09 |
Loss Per Trade % | 0.32 | 0.08 | 0.45 | 4.99 | 5.24 |
Days In Trade | 84 | 31 | 53 | 84 | 84 |
Days In Trade (Avg. Per Trade) | 10.50 | 10.33 | 10.60 | 10.50 | 10.50 |
% Days In Trade | 23.27 | 8.59 | 14.68 | 23.27 | 23.27 |