| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| PZZA | Papa John's International Inc | Consumer Cyclical | Restaurants | 1289 | 0.0468 | 39.32 | 1268078 |
| YUM | Yum! Brands Inc | Consumer Cyclical | Restaurants | 42278 | 0.0185 | 152.27 | 2061774 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 60 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 15 | MA Type: | EMA | StdDev Period: | 25 |
| 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: | 20461.12 |
| Total net P/L: | 10461.12 | Total ROI: | 104.61 % |
| CAGR: | 12.88 % | Max. DD: | 43.97 % |
| System Score: | 0.009 | Sharpe Ratio: | 1.270 |
| Start Date: | 2020-01-02 | End Date: | 2025-11-28 |
| Total days: | 2157 | ||
| Commissions: | 271.80 | Comm.% P/L | 2.53 % |
| Total Transactions: | 208 | Log. Linearity: | 8.753 % |
| Total | Long |
Short |
PZZA | YUM | |
|---|---|---|---|---|---|
| Total Profit/Loss | 10732.92 | 9005.85 | 1727.07 | 3146.66 | 7586.26 |
| Total Profit | 38917.82 | 22028.04 | 16889.78 | 36893.40 | 20567.01 |
| Total Loss | 28184.90 | 13022.19 | 15162.71 | 33746.74 | 12980.75 |
| Profit Factor | 1.38 | 1.69 | 1.11 | 1.09 | 1.58 |
| Trades | 52 | 29 | 23 | 52 | 52 |
| Winning Trades | 36 | 21 | 15 | 34 | 30 |
| Losing Trades | 16 | 8 | 8 | 18 | 22 |
| % Profitable | 69.00 | 72.00 | 65.00 | 65.00 | 57.00 |
| Profit/Loss Per Trade % | 1.41 | 1.91 | 0.78 | 0.62 | 0.71 |
| Profit Per Trade % | 5.82 | 5.64 | 6.06 | 5.68 | 3.36 |
| Loss Per Trade % | 7.22 | 6.59 | 7.85 | 7.80 | 2.73 |
| Days In Trade | 876 | 476 | 400 | 876 | 876 |
| Days In Trade (Avg. Per Trade) | 16.85 | 16.41 | 17.39 | 16.85 | 16.85 |
| % Days In Trade | 40.61 | 22.07 | 18.54 | 40.61 | 40.61 |