| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| TXN | Texas Instruments Incorporated | Technology | Semiconductors | 166008 | 0.031 | 182.6 | 7592842 |
| ADSK | Autodesk Inc | Technology | Software - Application | 65442 | 307.24 | 1599232 |
| 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: | 34066.18 |
| Total net P/L: | 24066.18 | Total ROI: | 240.66 % |
| CAGR: | 16.76 % | Max. DD: | 18.47 % |
| System Score: | 15.308 | Sharpe Ratio: | 2.315 |
| Start Date: | 2018-01-02 | End Date: | 2025-11-28 |
| Total days: | 2887 | ||
| Commissions: | 344.11 | Comm.% P/L | 1.41 % |
| Total Transactions: | 344 | Log. Linearity: | 97.021 % |
| Total | Long |
Short |
TXN | ADSK | |
|---|---|---|---|---|---|
| Total Profit/Loss | 24410.29 | -725.58 | 25135.87 | 7147.20 | 17263.09 |
| Total Profit | 51961.38 | 16117.34 | 35844.04 | 38036.40 | 56226.14 |
| Total Loss | 27551.09 | 16842.92 | 10708.17 | 30889.20 | 38963.05 |
| Profit Factor | 1.89 | 0.96 | 3.35 | 1.23 | 1.44 |
| Trades | 86 | 37 | 49 | 86 | 86 |
| Winning Trades | 58 | 17 | 41 | 44 | 54 |
| Losing Trades | 28 | 20 | 8 | 42 | 32 |
| % Profitable | 67.00 | 45.00 | 83.00 | 51.00 | 62.00 |
| Profit/Loss Per Trade % | 1.46 | -0.23 | 2.76 | 0.21 | 0.95 |
| Profit Per Trade % | 4.74 | 4.80 | 4.72 | 4.18 | 5.70 |
| Loss Per Trade % | 4.87 | 4.22 | 6.51 | 3.69 | 6.22 |
| Days In Trade | 1274 | 651 | 623 | 1274 | 1274 |
| Days In Trade (Avg. Per Trade) | 14.81 | 17.59 | 12.71 | 14.81 | 14.81 |
| % Days In Trade | 44.13 | 22.55 | 21.58 | 44.13 | 44.13 |