| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| KDP | Keurig Dr Pepper Inc | Consumer Defensive | Beverages - Non-Alcoholic | 35948 | 0.0345 | 26.46 | 14821148 |
| ADM | Archer-Daniels-Midland Company | Consumer Defensive | Farm Products | 28886 | 0 | 60.12 | 3966746 |
| 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: | 13813.01 |
| Total net P/L: | 3813.01 | Total ROI: | 38.13 % |
| CAGR: | 5.96 % | Max. DD: | 41.64 % |
| System Score: | 1.491 | Sharpe Ratio: | 0.845 |
| Start Date: | 2019-01-02 | End Date: | 2024-07-31 |
| Total days: | 2037 | ||
| Commissions: | 585.26 | Comm.% P/L | 13.31 % |
| Total Transactions: | 312 | Log. Linearity: | 63.017 % |
| Total | Long |
Short |
KDP | ADM | |
|---|---|---|---|---|---|
| Total Profit/Loss | 4398.27 | -1532.78 | 5931.05 | 9495.25 | -5096.98 |
| Total Profit | 30535.88 | 13325.94 | 17209.93 | 21483.49 | 22585.01 |
| Total Loss | 26137.60 | 14858.72 | 11278.88 | 11988.23 | 27681.99 |
| Profit Factor | 1.17 | 0.90 | 1.53 | 1.79 | 0.82 |
| Trades | 78 | 37 | 41 | 78 | 78 |
| Winning Trades | 53 | 24 | 29 | 45 | 45 |
| Losing Trades | 25 | 13 | 12 | 33 | 33 |
| % Profitable | 67.00 | 64.00 | 70.00 | 57.00 | 57.00 |
| Profit/Loss Per Trade % | 0.46 | -0.13 | 1.01 | 0.80 | -0.44 |
| Profit Per Trade % | 3.75 | 3.72 | 3.77 | 3.26 | 3.24 |
| Loss Per Trade % | 5.95 | 6.77 | 5.07 | 2.39 | 4.96 |
| Days In Trade | 908 | 481 | 427 | 908 | 908 |
| Days In Trade (Avg. Per Trade) | 11.64 | 13.00 | 10.41 | 11.64 | 11.64 |
| % Days In Trade | 44.58 | 23.61 | 20.96 | 44.58 | 44.58 |