| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| JNJ | Johnson & Johnson | Healthcare | Drug Manufacturers - General | 578207 | 0.0216 | 239.99 | 8524993 |
| PG | Procter & Gamble Company | Consumer Defensive | Household & Personal Products | 372535 | 0.0263 | 159.17 | 8775953 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | 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: | 9279.05 |
| Total net P/L: | -720.95 | Total ROI: | -7.21 % |
| CAGR: | -7.27 % | Max. DD: | 24.18 % |
| System Score: | -0.012 | Sharpe Ratio: | -0.350 |
| Start Date: | 2025-01-02 | End Date: | 2025-12-30 |
| Total days: | 362 | ||
| Commissions: | 48.00 | Comm.% P/L | 7.13 % |
| Total Transactions: | 48 | Log. Linearity: | 11.710 % |
| Total | Long |
Short |
JNJ | PG | |
|---|---|---|---|---|---|
| Total Profit/Loss | -672.95 | 959.30 | -1632.25 | -2760.71 | 2087.76 |
| Total Profit | 2318.54 | 959.30 | 1359.24 | 1215.51 | 2711.30 |
| Total Loss | 2991.49 | 0.00 | 2991.49 | 3976.22 | 623.54 |
| Profit Factor | 0.78 | 0.00 | 0.45 | 0.31 | 4.35 |
| Trades | 12 | 3 | 9 | 12 | 12 |
| Winning Trades | 8 | 3 | 5 | 4 | 8 |
| Losing Trades | 4 | 0 | 4 | 8 | 4 |
| % Profitable | 66.00 | 100.00 | 55.00 | 33.00 | 66.00 |
| Profit/Loss Per Trade % | -0.58 | 2.92 | -1.72 | -2.27 | 1.69 |
| Profit Per Trade % | 2.74 | 2.92 | 2.63 | 2.81 | 3.30 |
| Loss Per Trade % | 6.77 | 0.00 | 6.77 | 4.64 | 1.43 |
| Days In Trade | 199 | 25 | 174 | 199 | 199 |
| Days In Trade (Avg. Per Trade) | 16.58 | 8.33 | 19.33 | 16.58 | 16.58 |
| % Days In Trade | 54.97 | 6.91 | 48.07 | 54.97 | 54.97 |