Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
UMBF | UMB Financial Corporation | Financial Services | Banks-Regional | 4123 | 0.0176 | 87.99 | 199613 |
SFBS | ServisFirst Bancshares Inc | Financial Services | Banks-Regional | 3569 | 0.0173 | 65.69 | 159467 |
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: | 18144.67 |
Total net P/L: | 8144.67 | Total ROI: | 81.45 % |
CAGR: | 22.01 % | Max. DD: | 25.21 % |
System Score: | 0.044 | Sharpe Ratio: | 2.022 |
Start Date: | 2020-01-02 | End Date: | 2022-12-30 |
Total days: | 1093 | ||
Commissions: | 158.06 | Comm.% P/L | 1.90 % |
Total Transactions: | 120 | Log. Linearity: | 12.643 % |
Total | ![]() |
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UMBF | SFBS | |
---|---|---|---|---|---|
Total Profit/Loss | 8302.73 | 5333.28 | 2969.45 | 10667.10 | -2364.37 |
Total Profit | 15399.17 | 8779.60 | 6619.57 | 16063.91 | 10612.40 |
Total Loss | 7096.44 | 3446.32 | 3650.12 | 5396.81 | 12976.77 |
Profit Factor | 2.17 | 2.55 | 1.81 | 2.98 | 0.82 |
Trades | 30 | 19 | 11 | 30 | 30 |
Winning Trades | 22 | 14 | 8 | 22 | 15 |
Losing Trades | 8 | 5 | 3 | 8 | 15 |
% Profitable | 73.00 | 73.00 | 72.00 | 73.00 | 50.00 |
Profit/Loss Per Trade % | 2.04 | 2.01 | 2.10 | 2.39 | -0.55 |
Profit Per Trade % | 4.96 | 4.47 | 5.83 | 4.91 | 5.05 |
Loss Per Trade % | 5.28 | 4.43 | 6.72 | 4.08 | 5.75 |
Days In Trade | 317 | 211 | 106 | 317 | 317 |
Days In Trade (Avg. Per Trade) | 10.57 | 11.11 | 9.64 | 10.57 | 10.57 |
% Days In Trade | 29.00 | 19.30 | 9.70 | 29.00 | 29.00 |