| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| PPG | PPG Industries Inc | Basic Materials | Specialty Chemicals | 26356 | 0.0249 | 118.24 | 2021568 |
| SHW | Sherwin-Williams Co | Basic Materials | Specialty Chemicals | 78156 | 0.0104 | 316.89 | 1885830 |
| Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
| 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: | 9833.38 |
| Total net P/L: | -166.62 | Total ROI: | -1.67 % |
| CAGR: | -1.68 % | Max. DD: | 10.70 % |
| System Score: | -0.000 | Sharpe Ratio: | -0.065 |
| Start Date: | 2024-09-02 | End Date: | 2025-08-29 |
| Total days: | 361 | ||
| Commissions: | 28.00 | Comm.% P/L | 20.20 % |
| Total Transactions: | 28 | Log. Linearity: | 1.359 % |
| Total | Long |
Short |
PPG | SHW | |
|---|---|---|---|---|---|
| Total Profit/Loss | -138.62 | 476.84 | -615.46 | 1534.51 | -1673.13 |
| Total Profit | 1189.11 | 923.78 | 265.33 | 2355.75 | 654.69 |
| Total Loss | 1327.73 | 446.94 | 880.79 | 821.24 | 2327.82 |
| Profit Factor | 0.90 | 2.07 | 0.30 | 2.87 | 0.28 |
| Trades | 7 | 4 | 3 | 7 | 7 |
| Winning Trades | 4 | 3 | 1 | 6 | 3 |
| Losing Trades | 3 | 1 | 2 | 1 | 4 |
| % Profitable | 57.00 | 75.00 | 33.00 | 85.00 | 42.00 |
| Profit/Loss Per Trade % | -0.20 | 1.16 | -1.98 | 2.10 | -2.46 |
| Profit Per Trade % | 2.92 | 3.06 | 2.52 | 3.82 | 2.08 |
| Loss Per Trade % | 4.22 | 4.35 | 4.16 | 7.62 | 5.59 |
| Days In Trade | 129 | 69 | 60 | 129 | 129 |
| Days In Trade (Avg. Per Trade) | 18.43 | 17.25 | 20.00 | 18.43 | 18.43 |
| % Days In Trade | 35.73 | 19.11 | 16.62 | 35.73 | 35.73 |