| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| HOPE | Hope Bancorp Inc | Financial Services | Banks - Regional | 1741 | 0.0406 | 13.96 | 986851 |
| USB | U.S. Bancorp | Financial Services | Banks - Regional | 97799 | 0.034 | 62.77 | 9280485 |
| Entry Threshold: | 3.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
| 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: | 91852.03 |
| Total net P/L: | 81852.03 | Total ROI: | 818.52 % |
| CAGR: | 47.99 % | Max. DD: | 61.35 % |
| System Score: | 38.287 | Sharpe Ratio: | 2.500 |
| Start Date: | 2021-01-04 | End Date: | 2026-08-31 |
| Total days: | 2065 | ||
| Commissions: | 4018.81 | Comm.% P/L | 4.68 % |
| Total Transactions: | 176 | Log. Linearity: | 92.747 % |
| Total | Long |
Short |
HOPE | USB | |
|---|---|---|---|---|---|
| Total Profit/Loss | 85870.84 | 18353.79 | 67517.05 | 63799.21 | 22071.63 |
| Total Profit | 99232.87 | 27040.27 | 72192.60 | 100395.97 | 63818.13 |
| Total Loss | 13362.03 | 8686.48 | 4675.55 | 36596.76 | 41746.50 |
| Profit Factor | 7.43 | 3.11 | 15.44 | 2.74 | 1.53 |
| Trades | 44 | 19 | 25 | 44 | 44 |
| Winning Trades | 32 | 13 | 19 | 27 | 25 |
| Losing Trades | 12 | 6 | 6 | 17 | 19 |
| % Profitable | 72.00 | 68.00 | 76.00 | 61.00 | 56.00 |
| Profit/Loss Per Trade % | 5.53 | 3.31 | 7.25 | 3.82 | 0.12 |
| Profit Per Trade % | 12.00 | 11.63 | 12.26 | 15.14 | 11.35 |
| Loss Per Trade % | 8.64 | 10.65 | 6.67 | 10.90 | 11.66 |
| Days In Trade | 460 | 227 | 233 | 460 | 460 |
| Days In Trade (Avg. Per Trade) | 10.45 | 11.95 | 9.32 | 10.45 | 10.45 |
| % Days In Trade | 22.28 | 10.99 | 11.28 | 22.28 | 22.28 |