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Model: Ratio
HQ Backtest UMBF vs SFBS
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
UMBF UMB Financial Corporation Financial Services Banks-Regional 2962 0.0249 62.84 399792
SFBS ServisFirst Bancshares Inc Financial Services Banks-Regional 2692 0.0226 50.17 248445
Entry Threshold: 2.30 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 21 MA Type: EMA StdDev Period: 21
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: 14367.78
Total net P/L: 4367.78 Total ROI: 43.68 %
CAGR: 12.88 % Max. DD: 7.95 %
System Score: 10.752 Sharpe Ratio: 1.821
Start Date: 2017-01-02 End Date: 2019-12-30
Total days: 1092
Commissions: 178.16 Comm.% P/L 3.92 %
Total Transactions: 132 Log. Linearity: 94.165 %
Total enabled Long enabled Short UMBF SFBS
Total Profit/Loss 4545.94 3916.91 629.04 8160.06 -3614.12
Total Profit 8390.32 5409.27 2981.05 11019.29 5387.12
Total Loss 3844.37 1492.36 2352.01 2859.23 9001.24
Profit Factor 2.18 3.62 1.27 3.85 0.60
Trades 33 22 11 33 33
Winning Trades 25 17 8 23 14
Losing Trades 8 5 3 10 19
% Profitable 75.00 77.00 72.00 69.00 42.00
Profit/Loss Per Trade % 1.15 1.53 0.40 1.89 -0.85
Profit Per Trade % 2.79 2.70 2.98 3.82 3.30
Loss Per Trade % 3.74 2.32 6.16 2.36 3.71
Days In Trade 413 278 135 413 413
Days In Trade (Avg. Per Trade) 12.52 12.64 12.27 12.52 12.52
% Days In Trade 37.82 25.46 12.36 37.82 37.82
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Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.