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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 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 enabled Long enabled 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
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Trade Log
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FB LN TW

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.