Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MCD | McDonald’s Corporation | Consumer Cyclical | Restaurants | 219854 | 0.0229 | 308.09 | 3472901 |
YUM | Yum! Brands Inc | Consumer Cyclical | Restaurants | 40312 | 0.0195 | 145.25 | 2079702 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
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: | 10629.35 |
Total net P/L: | 629.35 | Total ROI: | 6.29 % |
CAGR: | 1.07 % | Max. DD: | 29.74 % |
System Score: | 0.000 | Sharpe Ratio: | 0.350 |
Start Date: | 2020-01-02 | End Date: | 2025-09-30 |
Total days: | 2098 | ||
Commissions: | 296.00 | Comm.% P/L | 31.99 % |
Total Transactions: | 296 | Log. Linearity: | 1.685 % |
Total | ![]() |
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MCD | YUM | |
---|---|---|---|---|---|
Total Profit/Loss | 925.35 | -2377.50 | 3302.85 | -1795.30 | 2720.65 |
Total Profit | 11485.53 | 3055.77 | 8429.76 | 12201.39 | 16667.84 |
Total Loss | 10560.18 | 5433.27 | 5126.91 | 13996.69 | 13947.19 |
Profit Factor | 1.09 | 0.56 | 1.64 | 0.87 | 1.20 |
Trades | 74 | 30 | 44 | 74 | 74 |
Winning Trades | 46 | 15 | 31 | 35 | 41 |
Losing Trades | 28 | 15 | 13 | 39 | 33 |
% Profitable | 62.00 | 50.00 | 70.00 | 47.00 | 55.00 |
Profit/Loss Per Trade % | 0.12 | -0.74 | 0.72 | -0.37 | 0.23 |
Profit Per Trade % | 2.45 | 2.03 | 2.65 | 3.32 | 3.90 |
Loss Per Trade % | 3.54 | 3.38 | 3.73 | 3.45 | 3.95 |
Days In Trade | 1097 | 486 | 611 | 1097 | 1097 |
Days In Trade (Avg. Per Trade) | 14.82 | 16.20 | 13.89 | 14.82 | 14.82 |
% Days In Trade | 52.29 | 23.16 | 29.12 | 52.29 | 52.29 |