Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
UMBF | UMB Financial Corporation | Financial Services | Banks - Regional | 5149 | 0.0148 | 105.63 | 362698 |
SFBS | ServisFirst Bancshares Inc | Financial Services | Banks - Regional | 4528 | 0.0147 | 83.04 | 202564 |
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: | 20502.98 |
Total net P/L: | 10502.98 | Total ROI: | 105.03 % |
CAGR: | 27.10 % | Max. DD: | 18.56 % |
System Score: | 14.941 | Sharpe Ratio: | 2.660 |
Start Date: | 2018-01-02 | End Date: | 2020-12-30 |
Total days: | 1093 | ||
Commissions: | 233.58 | Comm.% P/L | 2.18 % |
Total Transactions: | 136 | Log. Linearity: | 82.003 % |
Total | Long | Short | UMBF | SFBS | |
---|---|---|---|---|---|
Total Profit/Loss | 10736.56 | 9624.84 | 1111.72 | 7690.60 | 3045.96 |
Total Profit | 17398.74 | 10478.12 | 6920.62 | 14713.11 | 13203.30 |
Total Loss | 6662.18 | 853.28 | 5808.90 | 7022.51 | 10157.34 |
Profit Factor | 2.61 | 12.28 | 1.19 | 2.10 | 1.30 |
Trades | 34 | 20 | 14 | 34 | 34 |
Winning Trades | 27 | 17 | 10 | 22 | 17 |
Losing Trades | 7 | 3 | 4 | 12 | 17 |
% Profitable | 79.00 | 85.00 | 71.00 | 64.00 | 50.00 |
Profit/Loss Per Trade % | 2.18 | 3.03 | 0.98 | 1.73 | 0.28 |
Profit Per Trade % | 4.19 | 3.94 | 4.60 | 4.56 | 4.76 |
Loss Per Trade % | 4.94 | 2.03 | 7.18 | 3.13 | 3.90 |
Days In Trade | 365 | 205 | 160 | 365 | 365 |
Days In Trade (Avg. Per Trade) | 10.74 | 10.25 | 11.43 | 10.74 | 10.74 |
% Days In Trade | 33.39 | 18.76 | 14.64 | 33.39 | 33.39 |