| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CTBI | Community Trust Bancorp Inc | Financial Services | Banks - Regional | 1172 | 0.0318 | 64.505 | 71462 |
| PB | Prosperity Bancshares Inc | Financial Services | Banks - Regional | 6686 | 0.0348 | 67.01 | 1069031 |
| 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: | 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: | 11829.02 |
| Total net P/L: | 1829.02 | Total ROI: | 18.29 % |
| CAGR: | 5.78 % | Max. DD: | 11.30 % |
| System Score: | 2.508 | Sharpe Ratio: | 0.884 |
| Start Date: | 2022-01-03 | End Date: | 2024-12-30 |
| Total days: | 1092 | ||
| Commissions: | 118.47 | Comm.% P/L | 6.08 % |
| Total Transactions: | 100 | Log. Linearity: | 75.727 % |
| Total | Long |
Short |
CTBI | PB | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1947.49 | 1660.32 | 287.17 | 1525.50 | 421.99 |
| Total Profit | 5147.92 | 2050.26 | 3097.66 | 7226.35 | 5252.35 |
| Total Loss | 3200.43 | 389.94 | 2810.49 | 5700.85 | 4830.36 |
| Profit Factor | 1.61 | 5.26 | 1.10 | 1.27 | 1.09 |
| Trades | 25 | 8 | 17 | 25 | 25 |
| Winning Trades | 18 | 6 | 12 | 16 | 11 |
| Losing Trades | 7 | 2 | 5 | 9 | 14 |
| % Profitable | 72.00 | 75.00 | 70.00 | 64.00 | 44.00 |
| Profit/Loss Per Trade % | 0.72 | 1.79 | 0.22 | 0.45 | 0.06 |
| Profit Per Trade % | 2.53 | 2.98 | 2.31 | 3.96 | 4.13 |
| Loss Per Trade % | 3.69 | 1.68 | 4.50 | 5.18 | 2.98 |
| Days In Trade | 343 | 91 | 252 | 343 | 343 |
| Days In Trade (Avg. Per Trade) | 13.72 | 11.38 | 14.82 | 13.72 | 13.72 |
| % Days In Trade | 31.41 | 8.33 | 23.08 | 31.41 | 31.41 |