Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PG | Procter & Gamble Company | Consumer Defensive | Household & Personal Products | 388817 | 0.0244 | 165.1 | 6607227 |
COST | Costco Wholesale Corp | Consumer Defensive | Discount Stores | 388713 | 0.0053 | 877.31 | 1913391 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
Regression Per: | 80 | ||||
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: | 10858.98 |
Total net P/L: | 858.98 | Total ROI: | 8.59 % |
CAGR: | 8.59 % | Max. DD: | 1.98 % |
System Score: | 2.879 | Sharpe Ratio: | 1.736 |
Start Date: | 2023-10-31 | End Date: | 2024-10-30 |
Total days: | 365 | ||
Commissions: | 20.00 | Comm.% P/L | 2.28 % |
Total Transactions: | 20 | Log. Linearity: | 69.466 % |
Total | Long | Short | PG | COST | |
---|---|---|---|---|---|
Total Profit/Loss | 878.98 | 128.41 | 750.57 | 442.89 | 436.09 |
Total Profit | 884.65 | 134.08 | 750.57 | 516.49 | 652.87 |
Total Loss | 5.67 | 5.67 | 0.00 | 73.60 | 216.78 |
Profit Factor | 156.02 | 23.65 | 0.00 | 7.02 | 3.01 |
Trades | 5 | 2 | 3 | 5 | 5 |
Winning Trades | 4 | 1 | 3 | 4 | 4 |
Losing Trades | 1 | 1 | 0 | 1 | 1 |
% Profitable | 80.00 | 50.00 | 100.00 | 80.00 | 80.00 |
Profit/Loss Per Trade % | 1.70 | 0.63 | 2.42 | 0.86 | 0.83 |
Profit Per Trade % | 2.15 | 1.33 | 2.42 | 1.26 | 1.59 |
Loss Per Trade % | 0.06 | 0.06 | 0.00 | 0.74 | 2.14 |
Days In Trade | 61 | 19 | 42 | 61 | 61 |
Days In Trade (Avg. Per Trade) | 12.20 | 9.50 | 14.00 | 12.20 | 12.20 |
% Days In Trade | 16.71 | 5.21 | 11.51 | 16.71 | 16.71 |