Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
HD | Home Depot Inc | Consumer Cyclical | Home Improvement Retail | 357456 | 0.0256 | 359.64 | 3438159 |
LOW | Lowe's Companies Inc | Consumer Cyclical | Home Improvement Retail | 124283 | 0.0211 | 222.05 | 2453416 |
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: | 7557.74 |
Total net P/L: | -2442.26 | Total ROI: | -24.42 % |
CAGR: | -5.28 % | Max. DD: | 27.07 % |
System Score: | -0.823 | Sharpe Ratio: | -1.118 |
Start Date: | 2020-01-02 | End Date: | 2025-02-28 |
Total days: | 1884 | ||
Commissions: | 300.00 | Comm.% P/L | 14.00 % |
Total Transactions: | 300 | Log. Linearity: | 53.825 % |
Total | ![]() |
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HD | LOW | |
---|---|---|---|---|---|
Total Profit/Loss | -2142.26 | -809.51 | -1332.75 | 1238.92 | -3381.18 |
Total Profit | 5260.08 | 2386.89 | 2873.19 | 11888.84 | 11858.08 |
Total Loss | 7402.34 | 3196.40 | 4205.94 | 10649.92 | 15239.26 |
Profit Factor | 0.71 | 0.75 | 0.68 | 1.12 | 0.78 |
Trades | 75 | 38 | 37 | 75 | 75 |
Winning Trades | 47 | 22 | 25 | 37 | 42 |
Losing Trades | 28 | 16 | 12 | 38 | 33 |
% Profitable | 62.00 | 57.00 | 67.00 | 49.00 | 56.00 |
Profit/Loss Per Trade % | -0.33 | -0.26 | -0.40 | -0.01 | -0.63 |
Profit Per Trade % | 1.32 | 1.29 | 1.35 | 3.56 | 3.34 |
Loss Per Trade % | 2.98 | 2.31 | 3.87 | 3.30 | 5.03 |
Days In Trade | 941 | 488 | 453 | 941 | 941 |
Days In Trade (Avg. Per Trade) | 12.55 | 12.84 | 12.24 | 12.55 | 12.55 |
% Days In Trade | 49.95 | 25.90 | 24.04 | 49.95 | 49.95 |