Model: | Ratio |
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: | 16677.74 |
Total net P/L: | 6677.74 | Total ROI: | 66.78 % |
CAGR: | 18.63 % | Max. DD: | 25.17 % |
System Score: | 2.249 | Sharpe Ratio: | 1.945 |
Start Date: | 2019-01-02 | End Date: | 2021-12-30 |
Total days: | 1093 | ||
Commissions: | 187.43 | Comm.% P/L | 2.73 % |
Total Transactions: | 124 | Log. Linearity: | 49.425 % |
Total | ![]() |
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UMBF | SFBS | |
---|---|---|---|---|---|
Total Profit/Loss | 6865.17 | 5479.37 | 1385.80 | 8063.25 | -1198.08 |
Total Profit | 14652.41 | 9048.29 | 5604.12 | 12927.75 | 10341.57 |
Total Loss | 7787.24 | 3568.92 | 4218.32 | 4864.50 | 11539.65 |
Profit Factor | 1.88 | 2.54 | 1.33 | 2.66 | 0.90 |
Trades | 31 | 20 | 11 | 31 | 31 |
Winning Trades | 23 | 15 | 8 | 22 | 14 |
Losing Trades | 8 | 5 | 3 | 9 | 17 |
% Profitable | 74.00 | 75.00 | 72.00 | 70.00 | 45.00 |
Profit/Loss Per Trade % | 1.71 | 1.94 | 1.28 | 1.92 | -0.34 |
Profit Per Trade % | 4.50 | 4.18 | 5.11 | 4.12 | 5.01 |
Loss Per Trade % | 5.65 | 4.35 | 7.84 | 3.12 | 4.44 |
Days In Trade | 350 | 222 | 128 | 350 | 350 |
Days In Trade (Avg. Per Trade) | 11.29 | 11.10 | 11.64 | 11.29 | 11.29 |
% Days In Trade | 32.02 | 20.31 | 11.71 | 32.02 | 32.02 |