Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PG | Procter & Gamble Company | Consumer Defensive | Household & Personal Products | 388659 | 0.0248 | 165.75 | 7288248 |
COST | Costco Wholesale Corp | Consumer Defensive | Discount Stores | 424946 | 0.0052 | 957.77 | 2083186 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
Regression Per: | 70 | ||||
Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 11456.33 |
Total net P/L: | 1456.33 | Total ROI: | 14.56 % |
CAGR: | 14.56 % | Max. DD: | 1.82 % |
System Score: | 7.867 | Sharpe Ratio: | 2.459 |
Start Date: | 2023-10-31 | End Date: | 2024-10-30 |
Total days: | 365 | ||
Commissions: | 28.00 | Comm.% P/L | 1.89 % |
Total Transactions: | 28 | Log. Linearity: | 81.441 % |
Total | ![]() |
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PG | COST | |
---|---|---|---|---|---|
Total Profit/Loss | 1484.33 | 307.83 | 1176.50 | 664.12 | 820.21 |
Total Profit | 1484.33 | 307.83 | 1176.50 | 892.52 | 1070.77 |
Total Loss | 0.00 | 0.00 | 0.00 | 228.40 | 250.56 |
Profit Factor | 0.00 | 0.00 | 0.00 | 3.91 | 4.27 |
Trades | 7 | 2 | 5 | 7 | 7 |
Winning Trades | 7 | 2 | 5 | 5 | 4 |
Losing Trades | 0 | 0 | 0 | 2 | 3 |
% Profitable | 100.00 | 100.00 | 100.00 | 71.00 | 57.00 |
Profit/Loss Per Trade % | 2.00 | 1.44 | 2.22 | 0.87 | 1.10 |
Profit Per Trade % | 2.00 | 1.44 | 2.22 | 1.68 | 2.56 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 1.13 | 0.80 |
Days In Trade | 90 | 10 | 80 | 90 | 90 |
Days In Trade (Avg. Per Trade) | 12.86 | 5.00 | 16.00 | 12.86 | 12.86 |
% Days In Trade | 24.66 | 2.74 | 21.92 | 24.66 | 24.66 |