| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| HD | The Home Depot Inc | Consumer Cyclical | Home Improvement Retail | 381313 | 0.0242 | 373.84 | 3520614 |
| LOW | Lowe's Companies Inc | Consumer Cyclical | Home Improvement Retail | 131429 | 0.0196 | 234.35 | 2704816 |
| Entry Threshold: | 3.00 | 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: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 10065.05 |
| Total net P/L: | 65.05 | Total ROI: | 0.65 % |
| CAGR: | 0.65 % | Max. DD: | 2.06 % |
| System Score: | 0.007 | Sharpe Ratio: | 0.205 |
| Start Date: | 2024-11-01 | End Date: | 2025-10-31 |
| Total days: | 364 | ||
| Commissions: | 20.00 | Comm.% P/L | 23.52 % |
| Total Transactions: | 20 | Log. Linearity: | 22.472 % |
| Total | Long |
Short |
HD | LOW | |
|---|---|---|---|---|---|
| Total Profit/Loss | 85.05 | 9.17 | 75.88 | -353.01 | 438.06 |
| Total Profit | 161.65 | 85.77 | 75.88 | 150.02 | 605.16 |
| Total Loss | 76.60 | 76.60 | 0.00 | 503.03 | 167.10 |
| Profit Factor | 2.11 | 1.12 | 0.00 | 0.30 | 3.62 |
| Trades | 5 | 3 | 2 | 5 | 5 |
| Winning Trades | 4 | 2 | 2 | 2 | 3 |
| Losing Trades | 1 | 1 | 0 | 3 | 2 |
| % Profitable | 80.00 | 66.00 | 100.00 | 40.00 | 60.00 |
| Profit/Loss Per Trade % | 0.17 | 0.03 | 0.38 | -0.72 | 0.87 |
| Profit Per Trade % | 0.40 | 0.43 | 0.38 | 0.74 | 2.01 |
| Loss Per Trade % | 0.76 | 0.76 | 0.00 | 1.67 | 0.83 |
| Days In Trade | 74 | 50 | 24 | 74 | 74 |
| Days In Trade (Avg. Per Trade) | 14.80 | 16.67 | 12.00 | 14.80 | 14.80 |
| % Days In Trade | 20.33 | 13.74 | 6.59 | 20.33 | 20.33 |