| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CME | CME Group Inc | Financial Services | Financial Data & Stock Exchanges | 100788 | 0.018 | 279.5 | 2157442 |
| ICE | Intercontinental Exchange Inc | Financial Services | Financial Data & Stock Exchanges | 99590 | 0.0109 | 173.98 | 3187588 |
| Entry Threshold: | 1.10 | Exit Threshold: | 0.90 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 10 | MA Type: | EMA | StdDev Period: | 10 |
| 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: | 8711.70 |
| Total net P/L: | -1288.30 | Total ROI: | -12.88 % |
| CAGR: | -2.73 % | Max. DD: | 36.15 % |
| System Score: | -0.002 | Sharpe Ratio: | -0.248 |
| Start Date: | 2021-01-04 | End Date: | 2025-12-31 |
| Total days: | 1822 | ||
| Commissions: | 844.00 | Comm.% P/L | 189.96 % |
| Total Transactions: | 844 | Log. Linearity: | 9.130 % |
| Total | Long |
Short |
CME | ICE | |
|---|---|---|---|---|---|
| Total Profit/Loss | -444.30 | 1492.39 | -1936.70 | 5581.35 | -6025.65 |
| Total Profit | 14510.78 | 7819.06 | 6691.72 | 18127.43 | 11597.83 |
| Total Loss | 14955.09 | 6326.67 | 8628.42 | 12546.08 | 17623.48 |
| Profit Factor | 0.97 | 1.24 | 0.78 | 1.44 | 0.66 |
| Trades | 211 | 110 | 101 | 211 | 211 |
| Winning Trades | 145 | 77 | 68 | 136 | 113 |
| Losing Trades | 66 | 33 | 33 | 75 | 98 |
| % Profitable | 68.00 | 70.00 | 67.00 | 64.00 | 53.00 |
| Profit/Loss Per Trade % | -0.02 | 0.13 | -0.18 | 0.28 | -0.33 |
| Profit Per Trade % | 1.17 | 1.17 | 1.16 | 1.52 | 1.20 |
| Loss Per Trade % | 2.52 | 2.20 | 2.85 | 1.87 | 2.02 |
| Days In Trade | 960 | 481 | 479 | 960 | 960 |
| Days In Trade (Avg. Per Trade) | 4.55 | 4.37 | 4.74 | 4.55 | 4.55 |
| % Days In Trade | 52.69 | 26.40 | 26.29 | 52.69 | 52.69 |