Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
HBAN | Huntington Bancshares Incorporated | Financial Services | Banks-Regional | 14928 | 0.0597 | 10.41 | 16070825 |
ASB | Associated Banc-Corp | Financial Services | Banks-Regional | 2582 | 0.0486 | 17.37 | 1647335 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
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: | 10554.15 |
Total net P/L: | 554.15 | Total ROI: | 5.54 % |
CAGR: | 24.15 % | Max. DD: | 2.20 % |
System Score: | 16.874 | Sharpe Ratio: | 1.030 |
Start Date: | 2022-10-20 | End Date: | 2023-01-19 |
Total days: | 91 | ||
Commissions: | 58.45 | Comm.% P/L | 9.54 % |
Total Transactions: | 20 | Log. Linearity: | 88.735 % |
Total | ![]() |
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HBAN | ASB | |
---|---|---|---|---|---|
Total Profit/Loss | 612.60 | 589.97 | 22.63 | 1222.67 | -610.07 |
Total Profit | 810.44 | 589.97 | 220.47 | 1230.21 | 361.62 |
Total Loss | 197.84 | 0.00 | 197.84 | 7.54 | 971.69 |
Profit Factor | 4.10 | 0.00 | 1.11 | 163.16 | 0.37 |
Trades | 5 | 2 | 3 | 5 | 5 |
Winning Trades | 3 | 2 | 1 | 4 | 2 |
Losing Trades | 2 | 0 | 2 | 1 | 3 |
% Profitable | 60.00 | 100.00 | 33.00 | 80.00 | 40.00 |
Profit/Loss Per Trade % | 1.20 | 2.88 | 0.09 | 2.33 | -1.18 |
Profit Per Trade % | 2.64 | 2.88 | 2.16 | 2.94 | 1.77 |
Loss Per Trade % | 0.92 | 0.00 | 0.92 | 0.07 | 3.06 |
Days In Trade | 23 | 12 | 11 | 23 | 23 |
Days In Trade (Avg. Per Trade) | 4.60 | 6.00 | 3.67 | 4.60 | 4.60 |
% Days In Trade | 25.27 | 13.19 | 12.09 | 25.27 | 25.27 |