| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| GL | Globe Life Inc | Financial Services | Insurance - Life | 11731 | 0.0073 | 144.82 | 584585 |
| BHF | Brighthouse Financial Inc | Financial Services | Insurance - Life | 3641 | 63.85 | 1090824 |
| 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: | 10227.66 |
| Total net P/L: | 227.66 | Total ROI: | 2.28 % |
| CAGR: | 2.30 % | Max. DD: | 27.11 % |
| System Score: | 0.022 | Sharpe Ratio: | 0.271 |
| Start Date: | 2025-01-02 | End Date: | 2025-12-30 |
| Total days: | 362 | ||
| Commissions: | 44.79 | Comm.% P/L | 16.44 % |
| Total Transactions: | 44 | Log. Linearity: | 21.186 % |
| Total | Long |
Short |
GL | BHF | |
|---|---|---|---|---|---|
| Total Profit/Loss | 272.45 | -1224.64 | 1497.09 | -1271.30 | 1543.75 |
| Total Profit | 4567.71 | 1460.96 | 3106.75 | 1319.49 | 5834.70 |
| Total Loss | 4295.26 | 2685.60 | 1609.66 | 2590.79 | 4290.95 |
| Profit Factor | 1.06 | 0.54 | 1.93 | 0.51 | 1.36 |
| Trades | 11 | 5 | 6 | 11 | 11 |
| Winning Trades | 6 | 2 | 4 | 6 | 4 |
| Losing Trades | 5 | 3 | 2 | 5 | 7 |
| % Profitable | 54.00 | 40.00 | 66.00 | 54.00 | 36.00 |
| Profit/Loss Per Trade % | 0.24 | -2.13 | 2.26 | -1.18 | 1.14 |
| Profit Per Trade % | 7.46 | 7.26 | 7.57 | 2.06 | 14.13 |
| Loss Per Trade % | 7.64 | 7.75 | 7.47 | 4.90 | 5.36 |
| Days In Trade | 194 | 92 | 102 | 194 | 194 |
| Days In Trade (Avg. Per Trade) | 17.64 | 18.40 | 17.00 | 17.64 | 17.64 |
| % Days In Trade | 53.59 | 25.41 | 28.18 | 53.59 | 53.59 |