| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| BLD | Topbuild Corp | Industrials | Engineering & Construction | 11861 | 422.54 | 371639 | |
| MAS | Masco Corporation | Industrials | Building Products & Equipment | 12875 | 0.0197 | 61.99 | 2249631 |
| Entry Threshold: | 2.50 | 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: | 50000.00 | Final Equity: | 72389.86 |
| Total net P/L: | 22389.86 | Total ROI: | 44.78 % |
| CAGR: | 22.48 % | Max. DD: | 66.70 % |
| System Score: | 0.125 | Sharpe Ratio: | 1.039 |
| Start Date: | 2020-01-02 | End Date: | 2021-10-29 |
| Total days: | 666 | ||
| Commissions: | 1406.02 | Comm.% P/L | 5.91 % |
| Total Transactions: | 88 | Log. Linearity: | 17.707 % |
| Total | Long |
Short |
BLD | MAS | |
|---|---|---|---|---|---|
| Total Profit/Loss | 23795.88 | 48660.74 | -24864.86 | 39413.17 | -15617.29 |
| Total Profit | 128580.33 | 56252.62 | 72327.71 | 218418.87 | 131441.38 |
| Total Loss | 104784.45 | 7591.88 | 97192.57 | 179005.70 | 147058.67 |
| Profit Factor | 1.23 | 7.41 | 0.74 | 1.22 | 0.89 |
| Trades | 22 | 7 | 15 | 22 | 22 |
| Winning Trades | 14 | 6 | 8 | 14 | 9 |
| Losing Trades | 8 | 1 | 7 | 8 | 13 |
| % Profitable | 63.00 | 85.00 | 53.00 | 63.00 | 40.00 |
| Profit/Loss Per Trade % | 1.78 | 10.07 | -1.87 | 1.57 | -3.76 |
| Profit Per Trade % | 13.11 | 13.30 | 12.96 | 22.36 | 17.48 |
| Loss Per Trade % | 12.96 | 7.50 | 13.76 | 25.06 | 15.62 |
| Days In Trade | 286 | 81 | 205 | 286 | 286 |
| Days In Trade (Avg. Per Trade) | 13.00 | 11.57 | 13.67 | 13.00 | 13.00 |
| % Days In Trade | 42.94 | 12.16 | 30.78 | 42.94 | 42.94 |