Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
FNB | F.N.B. Corp | Financial Services | Banks - Regional | 4819 | 0.0364 | 13.41 | 2605022 |
OFIX | Orthofix Medical Inc | Healthcare | Medical Devices | 544 | 13.95 | 246021 |
Entry Threshold: | 2.90 | 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: | 12870.72 |
Total net P/L: | 2870.72 | Total ROI: | 28.71 % |
CAGR: | 29.07 % | Max. DD: | 13.46 % |
System Score: | 10.768 | Sharpe Ratio: | 1.214 |
Start Date: | 2023-01-02 | End Date: | 2023-12-29 |
Total days: | 361 | ||
Commissions: | 124.43 | Comm.% P/L | 4.15 % |
Total Transactions: | 28 | Log. Linearity: | 71.820 % |
Total | ![]() |
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FNB | OFIX | |
---|---|---|---|---|---|
Total Profit/Loss | 2995.15 | 1372.93 | 1622.22 | 759.59 | 2235.56 |
Total Profit | 3120.98 | 1381.81 | 1739.17 | 2625.01 | 3461.80 |
Total Loss | 125.83 | 8.88 | 116.95 | 1865.42 | 1226.24 |
Profit Factor | 24.80 | 155.61 | 14.87 | 1.41 | 2.82 |
Trades | 7 | 2 | 5 | 7 | 7 |
Winning Trades | 4 | 1 | 3 | 4 | 5 |
Losing Trades | 3 | 1 | 2 | 3 | 2 |
% Profitable | 57.00 | 50.00 | 60.00 | 57.00 | 71.00 |
Profit/Loss Per Trade % | 3.82 | 6.65 | 2.71 | 0.85 | 2.71 |
Profit Per Trade % | 7.05 | 13.83 | 4.88 | 5.62 | 6.11 |
Loss Per Trade % | 0.32 | 0.08 | 0.45 | 5.08 | 5.24 |
Days In Trade | 76 | 23 | 53 | 76 | 76 |
Days In Trade (Avg. Per Trade) | 10.86 | 11.50 | 10.60 | 10.86 | 10.86 |
% Days In Trade | 21.05 | 6.37 | 14.68 | 21.05 | 21.05 |