| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| EPAM | EPAM Systems Inc | Technology | Information Technology Services | 8080 | 146.26 | 898754 | |
| FIS | Fidelity National Information Services Inc | Technology | Information Technology Services | 26731 | 0.0311 | 51.18 | 3810910 |
| 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: | 7333.08 |
| Total net P/L: | -2666.92 | Total ROI: | -26.67 % |
| CAGR: | -26.79 % | Max. DD: | 28.66 % |
| System Score: | -0.210 | Sharpe Ratio: | -1.037 |
| Start Date: | 2025-01-02 | End Date: | 2025-12-31 |
| Total days: | 363 | ||
| Commissions: | 28.00 | Comm.% P/L | 1.06 % |
| Total Transactions: | 28 | Log. Linearity: | 19.854 % |
| Total | Long |
Short |
EPAM | FIS | |
|---|---|---|---|---|---|
| Total Profit/Loss | -2638.92 | 824.63 | -3463.55 | -1138.98 | -1499.94 |
| Total Profit | 1180.11 | 824.63 | 355.48 | 1011.61 | 489.18 |
| Total Loss | 3819.03 | 0.00 | 3819.03 | 2150.59 | 1989.12 |
| Profit Factor | 0.31 | 0.00 | 0.09 | 0.47 | 0.25 |
| Trades | 7 | 2 | 5 | 7 | 7 |
| Winning Trades | 3 | 2 | 1 | 4 | 3 |
| Losing Trades | 4 | 0 | 4 | 3 | 4 |
| % Profitable | 42.00 | 100.00 | 20.00 | 57.00 | 42.00 |
| Profit/Loss Per Trade % | -4.29 | 5.04 | -7.78 | -1.82 | -2.27 |
| Profit Per Trade % | 4.79 | 5.04 | 4.29 | 3.08 | 2.02 |
| Loss Per Trade % | 9.87 | 0.00 | 9.87 | 7.96 | 5.14 |
| Days In Trade | 140 | 33 | 107 | 140 | 140 |
| Days In Trade (Avg. Per Trade) | 20.00 | 16.50 | 21.40 | 20.00 | 20.00 |
| % Days In Trade | 38.57 | 9.09 | 29.48 | 38.57 | 38.57 |