| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| L | Loews Corp | Financial Services | Insurance - Property & Casualty | 23002 | 0.0023 | 110.89 | 774974 |
| RE | Everest Re Group Ltd | Financials | Insurance | 15251 | 0.0188 | 370.7 | 311263 |
| 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: | 16451.24 |
| Total net P/L: | 6451.24 | Total ROI: | 64.51 % |
| CAGR: | 10.31 % | Max. DD: | 12.19 % |
| System Score: | 5.695 | Sharpe Ratio: | 1.991 |
| Start Date: | 2021-01-04 | End Date: | 2026-01-30 |
| Total days: | 1852 | ||
| Commissions: | 181.38 | Comm.% P/L | 2.73 % |
| Total Transactions: | 180 | Log. Linearity: | 82.053 % |
| Total | Long |
Short |
L | RE | |
|---|---|---|---|---|---|
| Total Profit/Loss | 6632.62 | 5676.65 | 955.97 | 2209.82 | 4422.80 |
| Total Profit | 12588.98 | 7594.27 | 4994.71 | 8836.08 | 8114.67 |
| Total Loss | 5956.36 | 1917.62 | 4038.74 | 6626.26 | 3691.87 |
| Profit Factor | 2.11 | 3.96 | 1.24 | 1.33 | 2.20 |
| Trades | 45 | 21 | 24 | 45 | 45 |
| Winning Trades | 31 | 16 | 15 | 24 | 14 |
| Losing Trades | 14 | 5 | 9 | 21 | 31 |
| % Profitable | 68.00 | 76.00 | 62.00 | 53.00 | 31.00 |
| Profit/Loss Per Trade % | 1.15 | 2.02 | 0.39 | 0.19 | 0.89 |
| Profit Per Trade % | 3.26 | 3.73 | 2.77 | 2.76 | 5.36 |
| Loss Per Trade % | 3.36 | 3.23 | 3.44 | 2.62 | 1.03 |
| Days In Trade | 668 | 258 | 410 | 668 | 668 |
| Days In Trade (Avg. Per Trade) | 14.84 | 12.29 | 17.08 | 14.84 | 14.84 |
| % Days In Trade | 36.07 | 13.93 | 22.14 | 36.07 | 36.07 |