Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
FNLC | First Bancorp Inc | Financial Services | Banks - Regional | 305 | 0.0537 | 27.18 | 20429 |
HWC | Hancock Whitney Corp | Financial Services | Banks - Regional | 5333 | 0.0269 | 62.92 | 674722 |
Entry Threshold: | 1.50 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Inverted: | FNLC | Transformed: | FNLC | A=1000.0 B=0.1 | |
Regression Per: | 40 | ||||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 697996.85 |
Total net P/L: | 687996.85 | Total ROI: | 6879.97 % |
CAGR: | 113.99 % | Max. DD: | 33.23 % |
System Score: | 97.570 | Sharpe Ratio: | 4.067 |
Start Date: | 2020-01-02 | End Date: | 2025-07-31 |
Total days: | 2037 | ||
Commissions: | 8259.07 | Comm.% P/L | 1.19 % |
Total Transactions: | 384 | Log. Linearity: | 94.948 % |
Total | ![]() |
![]() |
FNLC | HWC | |
---|---|---|---|---|---|
Total Profit/Loss | 696255.93 | 201950.83 | 494305.09 | 439670.62 | 256585.30 |
Total Profit | 822492.80 | 234628.02 | 587864.78 | 492349.79 | 408188.98 |
Total Loss | 126236.87 | 32677.19 | 93559.68 | 52679.17 | 151603.67 |
Profit Factor | 6.52 | 7.18 | 6.28 | 9.35 | 2.69 |
Trades | 96 | 39 | 57 | 96 | 96 |
Winning Trades | 70 | 31 | 39 | 78 | 61 |
Losing Trades | 26 | 8 | 18 | 18 | 35 |
% Profitable | 72.00 | 79.00 | 68.00 | 81.00 | 63.00 |
Profit/Loss Per Trade % | 4.59 | 4.90 | 4.38 | 3.35 | 1.42 |
Profit Per Trade % | 9.24 | 8.85 | 9.55 | 4.91 | 5.13 |
Loss Per Trade % | 6.62 | 8.57 | 5.76 | 3.08 | 4.59 |
Days In Trade | 962 | 368 | 594 | 962 | 962 |
Days In Trade (Avg. Per Trade) | 10.02 | 9.44 | 10.42 | 10.02 | 10.02 |
% Days In Trade | 47.23 | 18.07 | 29.16 | 47.23 | 47.23 |