Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CADE | Cadence Bancorp | Financial Services | Banks - Regional | 5212 | 0.0387 | 28.4 | 1301361 |
PNFP | Pinnacle Financial Partners Inc | Financial Services | Banks - Regional | 7591 | 0.0098 | 97.88 | 534029 |
Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 15.0 | Margin Req. 2: | 15.0 | High Leverage | |
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 11702.75 |
Total net P/L: | 1702.75 | Total ROI: | 17.03 % |
CAGR: | 35.05 % | Max. DD: | 28.03 % |
System Score: | 10.912 | Sharpe Ratio: | 0.612 |
Start Date: | 2024-01-02 | End Date: | 2024-07-11 |
Total days: | 191 | ||
Commissions: | 101.20 | Comm.% P/L | 5.61 % |
Total Transactions: | 24 | Log. Linearity: | 67.774 % |
Total | ![]() |
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CADE | PNFP | |
---|---|---|---|---|---|
Total Profit/Loss | 1803.95 | 57.27 | 1746.68 | -1632.91 | 3436.86 |
Total Profit | 1821.78 | 75.10 | 1746.68 | 2370.74 | 4981.45 |
Total Loss | 17.83 | 17.83 | 0.00 | 4003.65 | 1544.59 |
Profit Factor | 102.17 | 4.21 | 0.00 | 0.59 | 3.23 |
Trades | 6 | 2 | 4 | 6 | 6 |
Winning Trades | 5 | 1 | 4 | 2 | 3 |
Losing Trades | 1 | 1 | 0 | 4 | 3 |
% Profitable | 83.00 | 50.00 | 100.00 | 33.00 | 50.00 |
Profit/Loss Per Trade % | 2.81 | 0.30 | 4.09 | -4.05 | 5.08 |
Profit Per Trade % | 3.42 | 0.75 | 4.09 | 10.87 | 15.86 |
Loss Per Trade % | 0.15 | 0.15 | 0.00 | 9.33 | 4.56 |
Days In Trade | 73 | 16 | 57 | 73 | 73 |
Days In Trade (Avg. Per Trade) | 12.17 | 8.00 | 14.25 | 12.17 | 12.17 |
% Days In Trade | 38.22 | 8.38 | 29.84 | 38.22 | 38.22 |