| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| DEO | Diageo PLC ADR | Consumer Defensive | Beverages - Wineries & Distilleries | 49171 | 0.0468 | 88.46 | 1244635 |
| BF.A | Brown-Forman Corporation | Consumer Defensive | Beverages - Wineries & Distilleries | 14301 | 0.0154 | 30.25 | 174037 |
| Entry Threshold: | 2.00 | 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: | 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: | 14852.12 |
| Total net P/L: | 4852.12 | Total ROI: | 48.52 % |
| CAGR: | 7.96 % | Max. DD: | 17.96 % |
| System Score: | 1.718 | Sharpe Ratio: | 1.146 |
| Start Date: | 2020-01-02 | End Date: | 2025-02-28 |
| Total days: | 1884 | ||
| Commissions: | 334.43 | Comm.% P/L | 6.45 % |
| Total Transactions: | 300 | Log. Linearity: | 59.971 % |
| Total | Long |
Short |
DEO | BF.A | |
|---|---|---|---|---|---|
| Total Profit/Loss | 5186.55 | 4152.99 | 1033.56 | 2241.30 | 2945.25 |
| Total Profit | 19715.66 | 10273.61 | 9442.05 | 14943.04 | 21006.30 |
| Total Loss | 14529.11 | 6120.62 | 8408.49 | 12701.74 | 18061.04 |
| Profit Factor | 1.36 | 1.68 | 1.12 | 1.18 | 1.16 |
| Trades | 75 | 36 | 39 | 75 | 75 |
| Winning Trades | 51 | 25 | 26 | 43 | 44 |
| Losing Trades | 24 | 11 | 13 | 32 | 31 |
| % Profitable | 68.00 | 69.00 | 66.00 | 57.00 | 58.00 |
| Profit/Loss Per Trade % | 0.56 | 0.81 | 0.33 | 0.13 | 0.33 |
| Profit Per Trade % | 2.82 | 2.95 | 2.70 | 2.44 | 3.44 |
| Loss Per Trade % | 3.99 | 3.84 | 4.13 | 2.85 | 3.81 |
| Days In Trade | 919 | 437 | 482 | 919 | 919 |
| Days In Trade (Avg. Per Trade) | 12.25 | 12.14 | 12.36 | 12.25 | 12.25 |
| % Days In Trade | 48.78 | 23.20 | 25.58 | 48.78 | 48.78 |