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: | 13447.60 |
Total net P/L: | 3447.60 | Total ROI: | 34.48 % |
CAGR: | 34.59 % | Max. DD: | 5.75 % |
System Score: | 29.453 | Sharpe Ratio: | 2.420 |
Start Date: | 2022-01-20 | End Date: | 2023-01-19 |
Total days: | 364 | ||
Commissions: | 239.51 | Comm.% P/L | 6.50 % |
Total Transactions: | 68 | Log. Linearity: | 94.786 % |
Total | ![]() |
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HBAN | ASB | |
---|---|---|---|---|---|
Total Profit/Loss | 3687.11 | 1994.63 | 1692.48 | 3771.17 | -84.06 |
Total Profit | 4278.39 | 2333.49 | 1944.90 | 5111.41 | 2890.20 |
Total Loss | 591.28 | 338.86 | 252.42 | 1340.24 | 2974.26 |
Profit Factor | 7.24 | 6.89 | 7.71 | 3.81 | 0.97 |
Trades | 17 | 9 | 8 | 17 | 17 |
Winning Trades | 14 | 8 | 6 | 12 | 8 |
Losing Trades | 3 | 1 | 2 | 5 | 9 |
% Profitable | 82.00 | 88.00 | 75.00 | 70.00 | 47.00 |
Profit/Loss Per Trade % | 1.88 | 1.94 | 1.81 | 1.79 | -0.02 |
Profit Per Trade % | 2.61 | 2.52 | 2.74 | 3.58 | 3.09 |
Loss Per Trade % | 1.47 | 2.59 | 0.92 | 2.31 | 2.67 |
Days In Trade | 148 | 94 | 54 | 148 | 148 |
Days In Trade (Avg. Per Trade) | 8.71 | 10.44 | 6.75 | 8.71 | 8.71 |
% Days In Trade | 40.66 | 25.82 | 14.84 | 40.66 | 40.66 |