| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| PM | Philip Morris International Inc | Consumer Defensive | Tobacco | 253125 | 0.0348 | 162.61 | 6103070 |
| MO | Altria Group | Consumer Defensive | Tobacco | 96644 | 0.073 | 57.53 | 8992965 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| MA Period: | 20 | MA Type: | EMA | 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: | 10566.11 |
| Total net P/L: | 566.11 | Total ROI: | 5.66 % |
| CAGR: | 1.11 % | Max. DD: | 23.43 % |
| System Score: | 0.098 | Sharpe Ratio: | 0.334 |
| Start Date: | 2021-01-04 | End Date: | 2025-12-31 |
| Total days: | 1822 | ||
| Commissions: | 240.72 | Comm.% P/L | 29.84 % |
| Total Transactions: | 232 | Log. Linearity: | 44.480 % |
| Total | Long |
Short |
PM | MO | |
|---|---|---|---|---|---|
| Total Profit/Loss | 806.83 | 2071.99 | -1265.16 | -5044.65 | 5851.48 |
| Total Profit | 10216.79 | 4769.54 | 5447.25 | 7369.68 | 12966.53 |
| Total Loss | 9409.96 | 2697.55 | 6712.41 | 12414.33 | 7115.05 |
| Profit Factor | 1.09 | 1.77 | 0.81 | 0.59 | 1.82 |
| Trades | 58 | 25 | 33 | 58 | 58 |
| Winning Trades | 39 | 20 | 19 | 28 | 39 |
| Losing Trades | 19 | 5 | 14 | 30 | 18 |
| % Profitable | 67.00 | 80.00 | 57.00 | 48.00 | 67.00 |
| Profit/Loss Per Trade % | 0.14 | 0.85 | -0.40 | -0.88 | 0.91 |
| Profit Per Trade % | 2.57 | 2.39 | 2.75 | 2.56 | 3.24 |
| Loss Per Trade % | 4.50 | 4.96 | 4.34 | 3.84 | 3.75 |
| Days In Trade | 785 | 308 | 477 | 785 | 785 |
| Days In Trade (Avg. Per Trade) | 13.53 | 12.32 | 14.45 | 13.53 | 13.53 |
| % Days In Trade | 43.08 | 16.90 | 26.18 | 43.08 | 43.08 |