| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CF | CF Industries Holdings Inc | Basic Materials | Agricultural Inputs | 17165 | 0.018 | 110.05 | 2711682 |
| CME | CME Group Inc | Financial Services | Financial Data & Stock Exchanges | 110133 | 0.016 | 306.34 | 2110452 |
| 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: | 12093.34 |
| Total net P/L: | 2093.34 | Total ROI: | 20.93 % |
| CAGR: | 3.13 % | Max. DD: | 44.46 % |
| System Score: | 0.001 | Sharpe Ratio: | 0.626 |
| Start Date: | 2020-01-02 | End Date: | 2026-02-27 |
| Total days: | 2248 | ||
| Commissions: | 123.71 | Comm.% P/L | 5.58 % |
| Total Transactions: | 116 | Log. Linearity: | 6.321 % |
| Total | Long |
Short |
CF | CME | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2217.05 | 0.00 | 2217.05 | -3939.69 | 6156.74 |
| Total Profit | 10091.07 | 0.00 | 10091.07 | 7806.43 | 7553.63 |
| Total Loss | 7874.02 | 0.00 | 7874.02 | 11746.12 | 1396.89 |
| Profit Factor | 1.28 | 0.00 | 1.28 | 0.66 | 5.41 |
| Trades | 29 | 0 | 29 | 29 | 29 |
| Winning Trades | 20 | 0 | 20 | 19 | 22 |
| Losing Trades | 9 | 0 | 9 | 10 | 7 |
| % Profitable | 68.00 | 0.00 | 68.00 | 65.00 | 75.00 |
| Profit/Loss Per Trade % | 0.70 | 0.00 | 0.70 | -1.31 | 1.89 |
| Profit Per Trade % | 5.10 | 0.00 | 5.10 | 4.23 | 3.23 |
| Loss Per Trade % | 8.06 | 0.00 | 8.06 | 10.74 | 2.17 |
| Days In Trade | 430 | 0 | 430 | 430 | 430 |
| Days In Trade (Avg. Per Trade) | 14.83 | 0.00 | 14.83 | 14.83 | 14.83 |
| % Days In Trade | 19.13 | 0.00 | 19.13 | 19.13 | 19.13 |